+56.5%
SCHD vs ILMN
+37.1%
+19.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.8% |
| 7D | -1.1% | +1.9% | -3.0% | -1.4% |
| 30D | +1.5% | +12.3% | -10.8% | +0.2% |
| 3M | +7.4% | +33.5% | -26.1% | +3.8% |
| 6M | +12.4% | +69.4% | -57.0% | +5.4% |
| YTD | +27.5% | +60.9% | -33.4% | +19.8% |
| 1Y | +30.0% | +115.0% | -85.0% | +16.7% |
| 3Y | +56.5% | +37.0% | +19.5% | +42.6% |
| All | +56.5% | +37.1% | +19.4% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 3y: compounded portfolio wealth divided by compounded ILMN 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…
3y analysis · Full analysis span regression · 6 months rolling