+238.3%
SCHD vs F
+85.0%
+153.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | +0.1% |
| 7D | -2.6% | -4.9% | +2.3% | -1.4% |
| 30D | -0.3% | -2.9% | +2.6% | +0.3% |
| 3M | +6.1% | -9.1% | +15.1% | +8.4% |
| 6M | +11.7% | +12.9% | -1.2% | +6.8% |
| YTD | +26.3% | +6.1% | +20.3% | +22.5% |
| 1Y | +28.8% | +22.5% | +6.2% | +19.4% |
| 3Y | +55.0% | +32.1% | +23.0% | +36.6% |
| 5Y | +60.0% | +43.7% | +16.3% | +30.0% |
| All | +238.3% | +85.0% | +153.3% | +121.5% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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