+559.1%
SCHD vs FITB
+677.1%
-117.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -0.9% |
| 7D | -1.1% | +2.8% | -4.0% | -2.1% |
| 30D | +1.5% | -4.5% | +6.0% | +3.0% |
| 3M | +7.4% | +5.7% | +1.8% | +5.3% |
| 6M | +12.4% | +17.1% | -4.7% | +6.1% |
| YTD | +27.5% | +18.3% | +9.2% | +19.6% |
| 1Y | +30.0% | +23.9% | +6.1% | +19.7% |
| 3Y | +56.5% | +131.1% | -74.6% | +14.9% |
| 5Y | +60.7% | +71.1% | -10.4% | +26.8% |
| 10Y | +237.8% | +283.9% | -46.1% | +86.2% |
| All | +559.1% | +677.1% | -117.9% | +174.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling