+63.6%
SCHD vs FICO
+91.4%
-27.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | +2.7% | +2.2% | +0.5% | +2.5% |
| 30D | +7.1% | +0.1% | +7.1% | +7.0% |
| 3M | +5.7% | -35.2% | +40.9% | +10.0% |
| 6M | +15.6% | -32.4% | +47.9% | +18.9% |
| YTD | +34.9% | -57.4% | +92.3% | +46.6% |
| 1Y | +37.4% | -58.5% | +95.9% | +49.8% |
| 3Y | +74.5% | -28.9% | +103.4% | +68.4% |
| All | +63.6% | +91.4% | -27.9% | +29.0% |
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