+579.1%
SCHD vs FN
+1,977.0%
-1,398.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +11.7% | -12.4% | -1.9% |
| 7D | -1.7% | 0.0% | -1.7% | -2.1% |
| 30D | +7.7% | -34.3% | +42.0% | +12.0% |
| 3M | +5.2% | -39.9% | +45.1% | +9.8% |
| 6M | +12.9% | -51.8% | +64.7% | +19.5% |
| YTD | +31.4% | -28.1% | +59.5% | +30.4% |
| 1Y | +37.3% | -29.1% | +66.3% | +35.9% |
| 3Y | +68.3% | +102.4% | -34.1% | +37.1% |
| 5Y | +59.9% | +171.7% | -111.8% | +21.3% |
| 10Y | +260.8% | +773.5% | -512.7% | +127.0% |
| All | +579.1% | +1,977.0% | -1,398.0% | +273.3% |
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