+591.8%
SCHD vs F
+114.4%
+477.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | +0.8% | +1.0% | -0.2% | +0.5% |
| 30D | +8.4% | +2.1% | +6.3% | +7.8% |
| 3M | +5.6% | -10.3% | +15.9% | +8.4% |
| 6M | +15.1% | +3.3% | +11.9% | +12.6% |
| YTD | +33.8% | -2.0% | +35.8% | +32.2% |
| 1Y | +38.5% | -2.3% | +40.8% | +36.9% |
| 3Y | +72.7% | +49.9% | +22.8% | +46.5% |
| 5Y | +63.1% | -12.5% | +75.6% | +54.5% |
| 10Y | +255.9% | +74.3% | +181.7% | +144.5% |
| All | +591.8% | +114.4% | +477.4% | +334.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling