+597.4%
SCHD vs COO
+274.7%
+322.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | +2.7% | +0.5% | +2.2% | +2.6% |
| 30D | +7.1% | +14.2% | -7.0% | +3.1% |
| 3M | +5.7% | -18.2% | +24.0% | +11.4% |
| 6M | +15.6% | +5.3% | +10.2% | +12.6% |
| YTD | +34.9% | -23.6% | +58.5% | +44.2% |
| 1Y | +37.4% | -12.7% | +50.0% | +40.8% |
| 3Y | +74.5% | -24.2% | +98.7% | +81.6% |
| 5Y | +63.7% | -40.0% | +103.7% | +80.0% |
| 10Y | +259.1% | +41.6% | +217.5% | +212.8% |
| All | +597.4% | +274.7% | +322.7% | +401.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling