+71.4%
SCHD vs COMP
-47.7%
+119.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.0% |
| 6M | +12.2% | +17.2% | -5.0% | +10.1% |
| YTD | +29.0% | +5.2% | +23.8% | +27.2% |
| 1Y | +30.3% | +18.9% | +11.4% | +27.0% |
| 3Y | +56.1% | +215.9% | -159.8% | +38.6% |
| 5Y | +60.4% | -31.2% | +91.6% | +43.3% |
| All | +71.4% | -47.7% | +119.1% | +52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling