+553.0%
SCHD vs FTI
+170.4%
+382.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -2.6% | -2.3% | -0.3% | -2.2% |
| 30D | -0.3% | +5.0% | -5.3% | -1.3% |
| 3M | +6.1% | +13.8% | -7.8% | +3.2% |
| 6M | +11.7% | +22.9% | -11.2% | +6.8% |
| YTD | +26.3% | +75.0% | -48.7% | +12.7% |
| 1Y | +28.8% | +96.9% | -68.1% | +12.1% |
| 3Y | +55.0% | +276.7% | -221.7% | +16.6% |
| 5Y | +60.0% | +1,157.0% | -1,097.0% | -9.1% |
| 10Y | +243.1% | +310.7% | -67.5% | +113.3% |
| All | +553.0% | +170.4% | +382.6% | +306.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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