+54.9%
SCHD vs DTE
+43.4%
+11.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.8% |
| 7D | -2.0% | -2.6% | +0.6% | -1.1% |
| 30D | -0.4% | -4.4% | +4.0% | +1.1% |
| 3M | +5.7% | -8.3% | +14.1% | +8.8% |
| 6M | +11.9% | -8.1% | +20.0% | +14.8% |
| YTD | +26.4% | +4.4% | +22.0% | +23.8% |
| 1Y | +27.6% | +0.2% | +27.4% | +26.7% |
| 3Y | +54.9% | +42.6% | +12.3% | +35.2% |
| All | +54.9% | +43.4% | +11.5% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 3y: compounded portfolio wealth divided by compounded DTE 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…
3y analysis · Full analysis span regression · 6 months rolling