+60.7%
SCHD vs FIX
+2,166.5%
-2,105.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.4% |
| 7D | -1.1% | +6.1% | -7.2% | -1.7% |
| 30D | +1.5% | -2.7% | +4.2% | +1.6% |
| 3M | +7.4% | -10.9% | +18.4% | +8.0% |
| 6M | +12.4% | +29.0% | -16.6% | +7.7% |
| YTD | +27.5% | +76.9% | -49.4% | +17.1% |
| 1Y | +30.0% | +130.7% | -100.7% | +14.4% |
| 3Y | +56.5% | +790.7% | -734.2% | +0.4% |
| 5Y | +60.7% | +2,185.6% | -2,124.9% | -26.1% |
| All | +60.7% | +2,166.5% | -2,105.8% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling