+597.4%
SCHD vs D
+147.4%
+450.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +2.7% | -1.4% | +4.1% | +3.2% |
| 30D | +7.1% | +7.7% | -0.6% | +4.1% |
| 3M | +5.7% | -0.3% | +6.0% | +5.7% |
| 6M | +15.6% | +10.1% | +5.5% | +11.0% |
| YTD | +34.9% | +19.1% | +15.8% | +25.4% |
| 1Y | +37.4% | +15.9% | +21.4% | +28.8% |
| 3Y | +74.5% | +75.0% | -0.5% | +36.8% |
| 5Y | +63.7% | +13.4% | +50.3% | +51.4% |
| 10Y | +259.1% | +47.5% | +211.6% | +191.3% |
| All | +597.4% | +147.4% | +450.0% | +311.4% |
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