+559.1%
SCHD vs DIA
+524.3%
+34.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.1% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | +1.5% | -2.1% | +3.6% | +3.4% |
| 3M | +7.4% | +4.2% | +3.3% | +3.4% |
| 6M | +12.4% | +11.9% | +0.5% | +1.4% |
| YTD | +27.5% | +10.8% | +16.7% | +15.8% |
| 1Y | +30.0% | +17.5% | +12.5% | +12.0% |
| 3Y | +56.5% | +59.9% | -3.4% | +1.8% |
| 5Y | +60.7% | +64.1% | -3.5% | +1.9% |
| 10Y | +237.8% | +246.2% | -8.4% | +9.6% |
| All | +559.1% | +524.3% | +34.8% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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