+41.8%
SCHD vs FIX
+14.3%
+27.5%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -15.1% | +16.9% | +1.4% |
| 7D | +3.2% | -18.9% | +22.1% | +2.7% |
| 30D | +10.7% | -36.3% | +47.0% | +9.9% |
| 3M | +7.8% | -38.5% | +46.3% | +7.0% |
| 6M | +16.7% | -42.3% | +59.0% | +15.9% |
| YTD | +35.3% | +17.1% | +18.2% | +31.8% |
| 1Y | +41.8% | +14.4% | +27.4% | +38.3% |
| All | +41.8% | +14.3% | +27.5% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 1y: compounded portfolio wealth divided by compounded FIX 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…
1y analysis · Full analysis span regression · 6 months rolling