+54.4%
SCHD vs FITB
+129.2%
-74.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -3.1% | -1.0% | -2.1% | -2.8% |
| 30D | -0.8% | -5.5% | +4.7% | +0.9% |
| 3M | +6.2% | +4.1% | +2.1% | +4.6% |
| 6M | +11.8% | +18.7% | -6.9% | +5.4% |
| YTD | +26.0% | +18.2% | +7.8% | +18.3% |
| 1Y | +28.1% | +23.7% | +4.5% | +18.2% |
| All | +54.4% | +129.2% | -74.8% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 3y: compounded portfolio wealth divided by compounded FITB 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…
3y analysis · Full analysis span regression · 6 months rolling