+30.3%
SCHD vs COO
+4.1%
+26.2%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.5% |
| 7D | -0.3% | -2.2% | +1.9% | +0.1% |
| 30D | +3.4% | -7.0% | +10.5% | +4.7% |
| 3M | +7.6% | +12.2% | -4.6% | +5.8% |
| 6M | +12.2% | -15.1% | +27.3% | +15.9% |
| YTD | +29.0% | -15.1% | +44.1% | +33.2% |
| 1Y | +30.3% | +2.3% | +28.0% | +30.8% |
| All | +30.3% | +4.1% | +26.2% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling