+597.4%
SCHD vs FFIV
+252.9%
+344.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.1% |
| 7D | +2.7% | -0.5% | +3.2% | +2.8% |
| 30D | +7.1% | -32.4% | +39.5% | +16.1% |
| 3M | +5.7% | -25.7% | +31.4% | +11.6% |
| 6M | +15.6% | -13.5% | +29.1% | +17.1% |
| YTD | +34.9% | +21.1% | +13.8% | +25.0% |
| 1Y | +37.4% | +29.4% | +7.9% | +25.0% |
| 3Y | +74.5% | +94.9% | -20.4% | +40.5% |
| 5Y | +63.7% | +34.7% | +28.9% | +41.9% |
| 10Y | +259.1% | +119.0% | +140.1% | +168.1% |
| All | +597.4% | +252.9% | +344.5% | +351.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling