+559.1%
SCHD vs DRI
+725.5%
-166.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.7% |
| 7D | -1.1% | -1.2% | +0.1% | -0.9% |
| 30D | +1.5% | -0.4% | +1.9% | +1.5% |
| 3M | +7.4% | +9.5% | -2.1% | +4.8% |
| 6M | +12.4% | +6.5% | +5.9% | +10.1% |
| YTD | +27.5% | +18.4% | +9.1% | +21.4% |
| 1Y | +30.0% | +4.2% | +25.8% | +27.5% |
| 3Y | +56.5% | +57.1% | -0.6% | +36.9% |
| 5Y | +60.7% | +70.4% | -9.7% | +35.8% |
| 10Y | +237.8% | +354.0% | -116.3% | +113.6% |
| All | +559.1% | +725.5% | -166.4% | +244.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded DRI 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling