+559.1%
SCHD vs CME
+914.3%
-355.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.8% |
| 7D | -1.1% | -2.9% | +1.7% | -0.3% |
| 30D | +1.5% | +5.5% | -4.0% | -0.3% |
| 3M | +7.4% | +11.0% | -3.6% | +3.5% |
| 6M | +12.4% | -9.7% | +22.1% | +15.4% |
| YTD | +27.5% | +4.9% | +22.7% | +24.4% |
| 1Y | +30.0% | +10.1% | +19.9% | +24.6% |
| 3Y | +56.5% | +53.5% | +3.0% | +31.6% |
| 5Y | +60.7% | +77.2% | -16.5% | +26.5% |
| 10Y | +237.8% | +282.1% | -44.4% | +105.8% |
| All | +559.1% | +914.3% | -355.2% | +204.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling