+253.7%
SCHD vs FICO
+544.0%
-290.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.4% | +0.9% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | +7.9% | +8.4% | -0.5% | +5.8% |
| 3M | +6.0% | -30.5% | +36.5% | +11.4% |
| 6M | +14.5% | -35.7% | +50.3% | +21.2% |
| YTD | +33.2% | -57.2% | +90.4% | +51.9% |
| 1Y | +38.1% | -58.4% | +96.5% | +58.4% |
| 3Y | +73.5% | -24.8% | +98.3% | +63.0% |
| 5Y | +62.5% | +79.3% | -16.8% | +14.5% |
| 10Y | +253.7% | +531.6% | -277.9% | +60.9% |
| All | +253.7% | +544.0% | -290.2% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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