+238.6%
SCHD vs ICE
+220.6%
+18.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | 0.0% |
| 7D | -2.0% | -2.4% | +0.4% | -1.0% |
| 30D | -0.4% | +4.0% | -4.4% | -2.1% |
| 3M | +5.7% | +13.7% | -8.0% | -0.2% |
| 6M | +11.9% | +0.9% | +10.9% | +10.7% |
| YTD | +26.4% | -2.1% | +28.6% | +25.9% |
| 1Y | +27.6% | -9.5% | +37.1% | +31.4% |
| 3Y | +54.9% | +42.1% | +12.9% | +28.2% |
| 5Y | +60.9% | +41.4% | +19.5% | +30.9% |
| All | +238.6% | +220.6% | +18.0% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 10y: compounded portfolio wealth divided by compounded ICE 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…
10y analysis · Full analysis span regression · 6 months rolling