+60.2%
SCHD vs FISV
-53.5%
+113.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.4% | -5.0% | -0.5% |
| 7D | -2.0% | -2.7% | +0.7% | -1.6% |
| 30D | -0.4% | 0.0% | -0.4% | -0.5% |
| 3M | +5.7% | -2.8% | +8.5% | +5.8% |
| 6M | +11.9% | -11.8% | +23.7% | +13.3% |
| YTD | +26.4% | -23.2% | +49.7% | +30.7% |
| 1Y | +27.6% | -62.0% | +89.6% | +45.6% |
| 3Y | +54.9% | -57.6% | +112.6% | +59.8% |
| All | +60.2% | -53.5% | +113.6% | +54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling