+566.6%
SCHD vs D
+140.7%
+425.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -0.3% | +1.5% | -1.7% | -0.8% |
| 30D | +3.4% | -2.6% | +6.0% | +4.4% |
| 3M | +7.6% | 0.0% | +7.6% | +7.5% |
| 6M | +12.2% | +7.4% | +4.8% | +8.7% |
| YTD | +29.0% | +15.9% | +13.1% | +21.2% |
| 1Y | +30.3% | +18.1% | +12.2% | +21.3% |
| 3Y | +56.1% | +58.4% | -2.2% | +27.0% |
| 5Y | +60.4% | +5.2% | +55.2% | +52.9% |
| 10Y | +241.3% | +35.9% | +205.4% | +186.0% |
| All | +566.6% | +140.7% | +425.9% | +297.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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