+238.6%
SCHD vs FFIV
+249.4%
-10.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | -0.5% |
| 7D | -2.0% | +5.4% | -7.4% | -3.4% |
| 30D | -0.4% | -2.7% | +2.2% | +0.1% |
| 3M | +5.7% | +4.5% | +1.2% | +3.7% |
| 6M | +11.9% | +42.2% | -30.3% | -0.3% |
| YTD | +26.4% | +61.3% | -34.8% | +7.9% |
| 1Y | +27.6% | +23.0% | +4.6% | +17.7% |
| 3Y | +54.9% | +156.3% | -101.3% | +10.4% |
| 5Y | +60.9% | +102.9% | -41.9% | +20.7% |
| All | +238.6% | +249.4% | -10.7% | +108.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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