+62.8%
SCHD vs F
-13.7%
+76.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | +0.8% | +1.0% | -0.2% | +0.6% |
| 30D | +8.4% | +2.1% | +6.3% | +7.9% |
| 3M | +5.6% | -10.3% | +15.9% | +7.9% |
| 6M | +15.1% | +3.3% | +11.9% | +13.1% |
| YTD | +33.8% | -2.0% | +35.8% | +32.5% |
| 1Y | +38.5% | -2.3% | +40.8% | +37.2% |
| 3Y | +72.7% | +49.9% | +22.8% | +49.8% |
| All | +62.8% | -13.7% | +76.5% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling