+62.6%
SCHD vs COMP
-31.2%
+93.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | -0.3% | +1.4% | -1.7% | -0.4% |
| 30D | +3.4% | -13.3% | +16.8% | +4.3% |
| 3M | +7.6% | +41.1% | -33.5% | +4.9% |
| 6M | +12.2% | +17.2% | -5.0% | +10.0% |
| YTD | +29.0% | +5.2% | +23.8% | +27.1% |
| 1Y | +30.3% | +18.9% | +11.4% | +26.9% |
| 3Y | +56.1% | +215.9% | -159.8% | +38.0% |
| All | +62.6% | -31.2% | +93.8% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 5y: compounded portfolio wealth divided by compounded COMP 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…
5y analysis · Full analysis span regression · 6 months rolling