+15.6%
SCHD vs FFIV
-12.8%
+28.4%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +0.5% |
| 7D | +2.7% | -0.5% | +3.2% | +2.7% |
| 30D | +7.1% | -32.4% | +39.5% | +6.4% |
| 3M | +5.7% | -25.7% | +31.4% | +5.4% |
| 6M | +15.6% | -13.5% | +29.1% | +11.8% |
| All | +15.6% | -12.8% | +28.4% | +11.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling