+60.2%
SCHD vs FDS
-29.0%
+89.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | -2.0% | -14.0% | +12.0% | +0.8% |
| 30D | -0.4% | -6.2% | +5.8% | +0.7% |
| 3M | +5.7% | +10.2% | -4.4% | +3.2% |
| 6M | +11.9% | +27.4% | -15.6% | +4.7% |
| YTD | +26.4% | -9.3% | +35.7% | +28.8% |
| 1Y | +27.6% | -28.6% | +56.3% | +39.5% |
| 3Y | +54.9% | -36.8% | +91.8% | +74.0% |
| All | +60.2% | -29.0% | +89.2% | +77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling