+553.0%
SCHD vs COST
+1,380.7%
-827.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -2.6% | -2.8% | +0.2% | -1.5% |
| 30D | -0.3% | -5.3% | +5.0% | +1.8% |
| 3M | +6.1% | -6.7% | +12.8% | +8.8% |
| 6M | +11.7% | -9.9% | +21.7% | +15.9% |
| YTD | +26.3% | +5.1% | +21.2% | +23.0% |
| 1Y | +28.8% | -7.3% | +36.0% | +31.6% |
| 3Y | +55.0% | +70.4% | -15.4% | +20.1% |
| 5Y | +60.0% | +104.4% | -44.4% | +11.7% |
| 10Y | +243.1% | +609.0% | -365.9% | +39.0% |
| All | +553.0% | +1,380.7% | -827.7% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 COST 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