+37.2%
SCHD vs FIX
+21.5%
+15.7%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.0% | -4.5% | +0.6% |
| 7D | -0.5% | +6.4% | -7.0% | -0.4% |
| 30D | +8.3% | -29.1% | +37.4% | +7.7% |
| 3M | +5.9% | -31.1% | +37.1% | +5.3% |
| 6M | +15.3% | -42.8% | +58.1% | +15.0% |
| YTD | +34.5% | +24.6% | +9.9% | +31.0% |
| 1Y | +37.2% | +21.9% | +15.2% | +33.4% |
| All | +37.2% | +21.5% | +15.7% | +33.4% |
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