+566.6%
SCHD vs FN
+2,486.7%
-1,920.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -1.1% |
| 7D | -0.3% | -1.7% | +1.4% | -0.1% |
| 30D | +3.4% | -22.0% | +25.4% | +5.8% |
| 3M | +7.6% | -43.0% | +50.6% | +13.4% |
| 6M | +12.2% | -27.7% | +39.9% | +13.5% |
| YTD | +29.0% | -10.5% | +39.5% | +26.1% |
| 1Y | +30.3% | +12.5% | +17.8% | +22.8% |
| 3Y | +56.1% | +153.8% | -97.7% | +25.0% |
| 5Y | +60.4% | +288.0% | -227.6% | +17.3% |
| 10Y | +241.3% | +906.4% | -665.2% | +113.0% |
| All | +566.6% | +2,486.7% | -1,920.1% | +261.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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