+60.0%
SCHD vs F
+41.6%
+18.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -0.1% |
| 7D | -2.6% | -4.9% | +2.3% | -1.7% |
| 30D | -0.3% | -2.9% | +2.6% | +0.2% |
| 3M | +6.1% | -9.1% | +15.1% | +8.0% |
| 6M | +11.7% | +12.9% | -1.2% | +7.7% |
| YTD | +26.3% | +6.1% | +20.3% | +23.2% |
| 1Y | +28.8% | +22.5% | +6.2% | +21.0% |
| 3Y | +55.0% | +32.1% | +23.0% | +39.3% |
| 5Y | +60.0% | +43.7% | +16.3% | +36.7% |
| All | +60.0% | +41.6% | +18.4% | +36.7% |
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