+237.3%
SCHD vs COO
+17.5%
+219.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -14.7% | +14.4% | +4.4% |
| 7D | -3.1% | -23.3% | +20.2% | +5.0% |
| 30D | -0.8% | -29.5% | +28.7% | +10.4% |
| 3M | +6.2% | -20.0% | +26.2% | +13.2% |
| 6M | +11.8% | -27.2% | +39.0% | +22.5% |
| YTD | +26.0% | -33.9% | +59.9% | +42.4% |
| 1Y | +28.1% | -19.9% | +48.1% | +35.1% |
| 3Y | +54.6% | -38.1% | +92.7% | +72.5% |
| 5Y | +60.3% | -52.0% | +112.3% | +93.5% |
| All | +237.3% | +17.5% | +219.8% | +206.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling