+591.8%
SCHD vs FIX
+13,041.1%
-12,449.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +0.8% | -13.9% | +14.7% | +2.9% |
| 30D | +8.4% | -35.5% | +44.0% | +15.9% |
| 3M | +5.6% | -33.9% | +39.6% | +11.9% |
| 6M | +15.1% | -43.3% | +58.4% | +24.0% |
| YTD | +33.8% | +18.7% | +15.2% | +23.5% |
| 1Y | +38.5% | +13.8% | +24.8% | +28.4% |
| 3Y | +72.7% | +495.0% | -422.2% | +3.4% |
| 5Y | +63.1% | +1,049.0% | -985.9% | -18.9% |
| 10Y | +255.9% | +3,644.4% | -3,388.5% | +29.5% |
| All | +591.8% | +13,041.1% | -12,449.3% | +90.3% |
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