+566.6%
SCHD vs F
+152.2%
+414.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.2% |
| 7D | -0.3% | +5.3% | -5.6% | -1.7% |
| 30D | +3.4% | +4.6% | -1.1% | +2.1% |
| 3M | +7.6% | -3.7% | +11.3% | +8.4% |
| 6M | +12.2% | +16.8% | -4.7% | +6.2% |
| YTD | +29.0% | +15.3% | +13.7% | +22.2% |
| 1Y | +30.3% | +31.0% | -0.7% | +18.6% |
| 3Y | +56.1% | +45.4% | +10.7% | +33.8% |
| 5Y | +60.4% | +54.7% | +5.8% | +28.0% |
| 10Y | +241.3% | +98.2% | +143.0% | +127.1% |
| All | +566.6% | +152.2% | +414.4% | +302.2% |
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 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