+504.8%
SCHD vs FIVE
+846.9%
-342.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +2.7% | +2.7% | 0.0% | +2.3% |
| 30D | +7.1% | +12.7% | -5.5% | +5.1% |
| 3M | +5.7% | +2.1% | +3.7% | +5.2% |
| 6M | +15.6% | +17.5% | -1.9% | +12.0% |
| YTD | +34.9% | +31.0% | +4.0% | +27.9% |
| 1Y | +37.4% | +67.7% | -30.4% | +25.2% |
| 3Y | +74.5% | +43.4% | +31.2% | +56.1% |
| 5Y | +63.7% | +18.1% | +45.6% | +47.4% |
| 10Y | +259.1% | +508.8% | -249.7% | +147.5% |
| All | +504.8% | +846.9% | -342.1% | +293.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling