+566.6%
SCHD vs FIS
+114.5%
+452.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | -0.3% | +1.1% | -1.4% | -0.6% |
| 30D | +3.4% | -2.2% | +5.7% | +4.0% |
| 3M | +7.6% | +2.1% | +5.5% | +6.4% |
| 6M | +12.2% | -14.7% | +26.8% | +16.8% |
| YTD | +29.0% | -35.7% | +64.7% | +47.0% |
| 1Y | +30.3% | -37.1% | +67.4% | +49.2% |
| 3Y | +56.1% | -20.0% | +76.2% | +61.1% |
| 5Y | +60.4% | -62.1% | +122.5% | +108.8% |
| 10Y | +241.3% | -37.4% | +278.7% | +257.6% |
| All | +566.6% | +114.5% | +452.1% | +320.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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