+74.0%
SCHD vs FIVE
+42.3%
+31.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.6% |
| 7D | -0.5% | -0.5% | 0.0% | -0.5% |
| 30D | +8.3% | +17.4% | -9.1% | +6.9% |
| 3M | +5.9% | +7.0% | -1.1% | +5.2% |
| 6M | +15.3% | +20.5% | -5.2% | +13.2% |
| YTD | +34.5% | +33.1% | +1.4% | +30.7% |
| 1Y | +37.2% | +67.1% | -29.9% | +30.6% |
| All | +74.0% | +42.3% | +31.8% | +57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling