+60.0%
SCHD vs FICO
+81.4%
-21.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -1.7% | -0.9% | -0.8% | -1.6% |
| 30D | +7.7% | +3.3% | +4.4% | +7.1% |
| 3M | +5.2% | -31.7% | +36.9% | +8.6% |
| 6M | +12.9% | -34.0% | +46.8% | +16.3% |
| YTD | +31.4% | -58.3% | +89.7% | +43.1% |
| 1Y | +37.3% | -57.9% | +95.2% | +49.2% |
| 3Y | +68.3% | -24.1% | +92.4% | +60.3% |
| All | +60.0% | +81.4% | -21.5% | +27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling