+559.1%
SCHD vs COO
+304.8%
+254.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.3% |
| 7D | -1.1% | -2.3% | +1.1% | -0.5% |
| 30D | +1.5% | -8.8% | +10.3% | +4.2% |
| 3M | +7.4% | +1.3% | +6.1% | +6.8% |
| 6M | +12.4% | -11.6% | +23.9% | +15.9% |
| YTD | +27.5% | -17.4% | +44.9% | +34.1% |
| 1Y | +30.0% | -1.6% | +31.6% | +29.2% |
| 3Y | +56.5% | -22.6% | +79.1% | +63.0% |
| 5Y | +60.7% | -40.3% | +101.0% | +78.3% |
| 10Y | +237.8% | +45.2% | +192.6% | +192.5% |
| All | +559.1% | +304.8% | +254.3% | +366.8% |
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