+186.3%
SCHD vs DBX
+22.6%
+163.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.1% |
| 7D | -2.0% | +2.1% | -4.0% | -2.3% |
| 30D | -0.4% | +5.7% | -6.1% | -1.4% |
| 3M | +5.7% | +31.8% | -26.1% | +0.7% |
| 6M | +11.9% | +37.5% | -25.6% | +5.3% |
| YTD | +26.4% | +27.9% | -1.5% | +20.3% |
| 1Y | +27.6% | +15.0% | +12.6% | +23.4% |
| 3Y | +54.9% | +27.2% | +27.8% | +44.3% |
| 5Y | +60.9% | +12.8% | +48.2% | +49.8% |
| All | +186.3% | +22.6% | +163.7% | +136.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 10y: compounded portfolio wealth divided by compounded DBX 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…
10y analysis · Full analysis span regression · 6 months rolling