+566.6%
SCHD vs FICO
+3,576.4%
-3,009.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -16.7% | +15.9% | +2.6% |
| 7D | -0.3% | -19.2% | +18.9% | +3.8% |
| 30D | +3.4% | -14.6% | +18.0% | +6.3% |
| 3M | +7.6% | -20.1% | +27.7% | +11.3% |
| 6M | +12.2% | -36.3% | +48.5% | +20.4% |
| YTD | +29.0% | -44.9% | +73.8% | +42.3% |
| 1Y | +30.3% | -38.6% | +68.9% | +39.0% |
| 3Y | +56.1% | +4.0% | +52.2% | +40.6% |
| 5Y | +60.4% | +99.5% | -39.1% | +17.8% |
| 10Y | +241.3% | +604.7% | -363.4% | +73.7% |
| All | +566.6% | +3,576.4% | -3,009.8% | +140.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling