+551.1%
SCHD vs DLTR
+192.7%
+358.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -3.1% | -9.4% | +6.3% | -1.5% |
| 30D | -0.8% | -7.3% | +6.5% | +0.4% |
| 3M | +6.2% | +7.6% | -1.4% | +4.6% |
| 6M | +11.8% | +1.6% | +10.2% | +10.6% |
| YTD | +26.0% | -3.5% | +29.5% | +25.5% |
| 1Y | +28.1% | +20.0% | +8.1% | +22.2% |
| 3Y | +54.6% | +2.3% | +52.3% | +47.9% |
| 5Y | +60.3% | +31.5% | +28.8% | +40.7% |
| 10Y | +242.1% | +45.4% | +196.8% | +180.2% |
| All | +551.1% | +192.7% | +358.4% | +346.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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