+597.4%
SCHD vs F
+108.0%
+489.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +2.7% | -3.1% | +5.8% | +3.5% |
| 30D | +7.1% | 0.0% | +7.1% | +7.1% |
| 3M | +5.7% | -13.2% | +19.0% | +9.5% |
| 6M | +15.6% | -10.2% | +25.8% | +17.7% |
| YTD | +34.9% | -4.9% | +39.9% | +34.3% |
| 1Y | +37.4% | -6.1% | +43.4% | +37.1% |
| 3Y | +74.5% | +46.0% | +28.6% | +49.0% |
| 5Y | +63.7% | -15.7% | +79.4% | +56.6% |
| 10Y | +259.1% | +64.3% | +194.8% | +150.7% |
| All | +597.4% | +108.0% | +489.4% | +341.9% |
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