+553.6%
SCHD vs DKS
+410.0%
+143.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.2% |
| 7D | -2.0% | -3.0% | +1.0% | -1.5% |
| 30D | -0.4% | -33.4% | +33.0% | +5.1% |
| 3M | +5.7% | -39.4% | +45.1% | +13.2% |
| 6M | +11.9% | -30.1% | +42.0% | +16.6% |
| YTD | +26.4% | -31.0% | +57.4% | +31.9% |
| 1Y | +27.6% | -40.2% | +67.8% | +35.9% |
| 3Y | +54.9% | +30.9% | +24.0% | +40.7% |
| 5Y | +60.9% | +14.0% | +46.9% | +44.3% |
| 10Y | +243.4% | +202.1% | +41.4% | +137.4% |
| All | +553.6% | +410.0% | +143.6% | +288.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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