+211.3%
SCHD vs FND
+57.3%
+154.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -2.6% | -0.8% | -1.9% | -2.5% |
| 30D | -0.3% | -19.6% | +19.3% | +3.6% |
| 3M | +6.1% | -4.3% | +10.4% | +6.2% |
| 6M | +11.7% | -20.4% | +32.2% | +15.0% |
| YTD | +26.3% | -21.9% | +48.2% | +29.9% |
| 1Y | +28.8% | -45.2% | +73.9% | +41.0% |
| 3Y | +55.0% | -49.2% | +104.3% | +67.3% |
| 5Y | +60.0% | -61.8% | +121.8% | +75.0% |
| All | +211.3% | +57.3% | +154.0% | +158.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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