+566.6%
SCHD vs FIX
+19,034.7%
-18,468.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.1% |
| 7D | -0.3% | +6.0% | -6.3% | -1.3% |
| 30D | +3.4% | -7.2% | +10.7% | +4.6% |
| 3M | +7.6% | -15.9% | +23.5% | +9.8% |
| 6M | +12.2% | +12.7% | -0.6% | +7.3% |
| YTD | +29.0% | +72.8% | -43.8% | +12.9% |
| 1Y | +30.3% | +122.9% | -92.6% | +7.0% |
| 3Y | +56.1% | +774.3% | -718.2% | -11.8% |
| 5Y | +60.4% | +2,049.5% | -1,989.1% | -28.9% |
| 10Y | +241.3% | +5,821.5% | -5,580.2% | +15.9% |
| All | +566.6% | +19,034.7% | -18,468.1% | +74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling