+237.3%
SCHD vs FIVE
+483.6%
-246.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.1% |
| 7D | -3.1% | +0.6% | -3.7% | -3.2% |
| 30D | -0.8% | +3.0% | -3.8% | -1.4% |
| 3M | +6.2% | +23.2% | -17.0% | +2.1% |
| 6M | +11.8% | +9.2% | +2.7% | +9.1% |
| YTD | +26.0% | +28.1% | -2.1% | +19.3% |
| 1Y | +28.1% | +65.3% | -37.1% | +15.5% |
| 3Y | +54.6% | +49.4% | +5.2% | +35.5% |
| 5Y | +60.3% | +29.5% | +30.8% | +39.9% |
| All | +237.3% | +483.6% | -246.3% | +124.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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