+60.0%
SCHD vs COMP
-17.6%
+77.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.7% | -11.4% | -1.4% |
| 7D | -1.7% | +13.4% | -15.1% | -2.6% |
| 30D | +7.7% | +11.1% | -3.4% | +6.8% |
| 3M | +5.2% | -18.8% | +24.0% | +6.4% |
| 6M | +12.9% | +10.5% | +2.4% | +11.4% |
| YTD | +31.4% | -3.4% | +34.8% | +29.9% |
| 1Y | +37.3% | +19.7% | +17.6% | +33.6% |
| 3Y | +68.3% | +381.6% | -313.3% | +44.2% |
| All | +60.0% | -17.6% | +77.6% | +45.7% |
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