+238.6%
SCHD vs DXCM
+260.4%
-21.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.1% | +0.5% |
| 7D | -2.0% | -5.5% | +3.6% | -1.5% |
| 30D | -0.4% | -8.6% | +8.1% | +0.4% |
| 3M | +5.7% | +10.3% | -4.6% | +4.6% |
| 6M | +11.9% | +25.2% | -13.3% | +9.3% |
| YTD | +26.4% | +25.1% | +1.3% | +23.4% |
| 1Y | +27.6% | +9.2% | +18.4% | +25.7% |
| 3Y | +54.9% | -22.6% | +77.6% | +53.3% |
| 5Y | +60.9% | -39.5% | +100.5% | +59.5% |
| All | +238.6% | +260.4% | -21.7% | +204.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 10y: compounded portfolio wealth divided by compounded DXCM 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…
10y analysis · Full analysis span regression · 6 months rolling