+559.1%
SCHD vs CTAS
+3,252.8%
-2,693.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | +1.5% | -1.0% | +2.5% | +1.9% |
| 3M | +7.4% | +15.8% | -8.3% | +0.6% |
| 6M | +12.4% | -1.0% | +13.4% | +12.1% |
| YTD | +27.5% | +7.4% | +20.1% | +22.7% |
| 1Y | +30.0% | -0.1% | +30.1% | +28.8% |
| 3Y | +56.5% | +66.3% | -9.8% | +22.0% |
| 5Y | +60.7% | +111.0% | -50.3% | +11.6% |
| 10Y | +237.8% | +662.9% | -425.1% | +32.7% |
| All | +559.1% | +3,252.8% | -2,693.7% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CTAS 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling