+12.2%
SCHD vs FIX
+14.6%
-2.4%
-3.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.8% |
| 7D | -0.3% | +6.0% | -6.3% | -0.2% |
| 30D | +3.4% | -7.2% | +10.7% | +3.3% |
| 3M | +7.6% | -15.9% | +23.5% | +7.6% |
| 6M | +12.2% | +12.7% | -0.6% | +9.9% |
| All | +12.2% | +14.6% | -2.4% | +9.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling