+60.2%
SCHD vs FOXA
+93.7%
-33.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.1% |
| 7D | -2.0% | +0.8% | -2.7% | -2.1% |
| 30D | -0.4% | +5.0% | -5.5% | -1.6% |
| 3M | +5.7% | -3.0% | +8.8% | +5.8% |
| 6M | +11.9% | +14.8% | -2.9% | +6.9% |
| YTD | +26.4% | -8.9% | +35.4% | +28.3% |
| 1Y | +27.6% | +13.3% | +14.3% | +21.3% |
| 3Y | +54.9% | +115.4% | -60.5% | +20.4% |
| All | +60.2% | +93.7% | -33.5% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 5y: compounded portfolio wealth divided by compounded FOXA 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…
5y analysis · Full analysis span regression · 6 months rolling