+238.6%
SCHD vs COO
+17.0%
+221.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -2.0% | -22.5% | +20.6% | +5.8% |
| 30D | -0.4% | -29.7% | +29.3% | +11.0% |
| 3M | +5.7% | -20.1% | +25.9% | +12.7% |
| 6M | +11.9% | -26.9% | +38.8% | +22.4% |
| YTD | +26.4% | -34.2% | +60.7% | +43.2% |
| 1Y | +27.6% | -21.3% | +48.9% | +35.3% |
| 3Y | +54.9% | -38.7% | +93.6% | +73.5% |
| 5Y | +60.9% | -52.2% | +113.1% | +94.5% |
| All | +238.6% | +17.0% | +221.7% | +207.7% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling