+559.1%
SCHD vs FDS
+267.0%
+292.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | +0.2% |
| 7D | -1.1% | -5.4% | +4.2% | +0.5% |
| 30D | +1.5% | +1.6% | -0.1% | +0.8% |
| 3M | +7.4% | +17.7% | -10.3% | +1.3% |
| 6M | +12.4% | +29.1% | -16.7% | +1.5% |
| YTD | +27.5% | +1.0% | +26.5% | +24.1% |
| 1Y | +30.0% | -21.6% | +51.6% | +37.4% |
| 3Y | +56.5% | -30.1% | +86.6% | +70.4% |
| 5Y | +60.7% | -20.7% | +81.4% | +64.1% |
| 10Y | +237.8% | +78.3% | +159.5% | +150.3% |
| All | +559.1% | +267.0% | +292.1% | +287.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling