+238.6%
SCHD vs COPX
+583.8%
-345.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -2.0% | -2.3% | +0.4% | -1.5% |
| 30D | -0.4% | +0.3% | -0.7% | -0.7% |
| 3M | +5.7% | +6.8% | -1.1% | +3.1% |
| 6M | +11.9% | +7.9% | +3.9% | +7.4% |
| YTD | +26.4% | +23.7% | +2.7% | +15.5% |
| 1Y | +27.6% | +71.5% | -43.9% | +5.3% |
| 3Y | +54.9% | +149.1% | -94.2% | +10.3% |
| 5Y | +60.9% | +167.3% | -106.4% | +8.1% |
| All | +238.6% | +583.8% | -345.2% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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