+559.1%
SCHD vs COP
+321.4%
+237.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | -1.1% | -0.8% | -0.3% | -0.9% |
| 30D | +1.5% | +15.6% | -14.1% | -2.4% |
| 3M | +7.4% | +14.3% | -6.9% | +3.3% |
| 6M | +12.4% | +17.0% | -4.6% | +7.0% |
| YTD | +27.5% | +47.4% | -19.9% | +13.9% |
| 1Y | +30.0% | +52.4% | -22.4% | +14.8% |
| 3Y | +56.5% | +20.8% | +35.7% | +44.7% |
| 5Y | +60.7% | +191.7% | -131.0% | +12.7% |
| 10Y | +237.8% | +325.1% | -87.3% | +95.4% |
| All | +559.1% | +321.4% | +237.7% | +243.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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