+72.7%
SCHD vs FIX
+497.3%
-424.6%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.5% |
| 7D | +0.8% | -13.9% | +14.7% | +1.2% |
| 30D | +8.4% | -35.5% | +44.0% | +10.0% |
| 3M | +5.6% | -33.9% | +39.6% | +6.9% |
| 6M | +15.1% | -43.3% | +58.4% | +17.2% |
| YTD | +33.8% | +18.7% | +15.2% | +29.6% |
| 1Y | +38.5% | +13.8% | +24.8% | +34.3% |
| 3Y | +72.7% | +495.0% | -422.2% | +37.2% |
| All | +72.7% | +497.3% | -424.6% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling