+588.3%
SCHD vs FN
+2,223.4%
-1,635.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +11.9% | -10.5% | +0.1% |
| 7D | -0.7% | +16.3% | -17.0% | -2.7% |
| 30D | +7.9% | -24.7% | +32.6% | +10.5% |
| 3M | +6.0% | -34.9% | +40.9% | +9.7% |
| 6M | +14.5% | -41.1% | +55.6% | +18.6% |
| YTD | +33.2% | -19.6% | +52.8% | +30.6% |
| 1Y | +38.1% | -18.5% | +56.6% | +34.6% |
| 3Y | +73.5% | +119.1% | -45.6% | +40.3% |
| 5Y | +62.5% | +206.9% | -144.5% | +21.6% |
| 10Y | +253.7% | +826.4% | -572.7% | +121.1% |
| All | +588.3% | +2,223.4% | -1,635.1% | +273.7% |
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