+238.6%
SCHD vs FDS
+64.8%
+173.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.7% |
| 7D | -2.0% | -14.0% | +12.0% | +2.4% |
| 30D | -0.4% | -6.2% | +5.8% | +1.2% |
| 3M | +5.7% | +10.2% | -4.4% | +1.7% |
| 6M | +11.9% | +27.4% | -15.6% | +1.2% |
| YTD | +26.4% | -9.3% | +35.7% | +27.4% |
| 1Y | +27.6% | -28.6% | +56.3% | +39.5% |
| 3Y | +54.9% | -36.8% | +91.8% | +75.0% |
| 5Y | +60.9% | -28.6% | +89.6% | +69.7% |
| All | +238.6% | +64.8% | +173.8% | +156.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling