+60.2%
SCHD vs COPX
+163.4%
-103.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -2.0% | -2.3% | +0.4% | -1.6% |
| 30D | -0.4% | +0.3% | -0.7% | -0.6% |
| 3M | +5.7% | +6.8% | -1.1% | +4.0% |
| 6M | +11.9% | +7.9% | +3.9% | +9.0% |
| YTD | +26.4% | +23.7% | +2.7% | +18.6% |
| 1Y | +27.6% | +71.5% | -43.9% | +10.8% |
| 3Y | +54.9% | +149.1% | -94.2% | +19.6% |
| All | +60.2% | +163.4% | -103.2% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling