+60.8%
SCHD vs COO
-43.5%
+104.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.2% | +5.3% | +0.7% |
| 7D | -2.6% | -9.0% | +6.3% | -0.3% |
| 30D | -0.3% | -16.8% | +16.5% | +4.4% |
| 3M | +6.1% | -7.5% | +13.6% | +8.0% |
| 6M | +11.7% | -16.3% | +28.0% | +16.5% |
| YTD | +26.3% | -22.5% | +48.9% | +34.4% |
| 1Y | +28.8% | -7.0% | +35.7% | +29.9% |
| 3Y | +55.0% | -27.5% | +82.5% | +63.2% |
| All | +60.8% | -43.5% | +104.3% | +78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling