+238.6%
SCHD vs FISV
+3.1%
+235.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.4% | -5.0% | -1.1% |
| 7D | -2.0% | -2.7% | +0.7% | -1.3% |
| 30D | -0.4% | 0.0% | -0.4% | -0.6% |
| 3M | +5.7% | -2.8% | +8.5% | +5.8% |
| 6M | +11.9% | -11.8% | +23.7% | +14.3% |
| YTD | +26.4% | -23.2% | +49.7% | +33.8% |
| 1Y | +27.6% | -62.0% | +89.6% | +58.8% |
| 3Y | +54.9% | -57.6% | +112.6% | +72.7% |
| 5Y | +60.9% | -53.4% | +114.3% | +67.8% |
| All | +238.6% | +3.1% | +235.5% | +150.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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