+551.1%
SCHD vs DTE
+415.2%
+135.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.3% |
| 7D | -3.1% | -2.0% | -1.1% | -2.3% |
| 30D | -0.8% | -2.4% | +1.6% | +0.2% |
| 3M | +6.2% | -7.3% | +13.5% | +9.6% |
| 6M | +11.8% | -7.6% | +19.5% | +15.3% |
| YTD | +26.0% | +5.8% | +20.2% | +22.2% |
| 1Y | +28.1% | +2.3% | +25.8% | +26.0% |
| 3Y | +54.6% | +45.0% | +9.6% | +29.0% |
| 5Y | +60.3% | +33.2% | +27.1% | +37.6% |
| 10Y | +242.1% | +141.4% | +100.7% | +121.6% |
| All | +551.1% | +415.2% | +135.9% | +163.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling