+60.2%
SCHD vs IR
+32.6%
+27.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -2.0% | -4.5% | +2.5% | -0.6% |
| 30D | -0.4% | -13.9% | +13.5% | +4.1% |
| 3M | +5.7% | -0.3% | +6.1% | +5.3% |
| 6M | +11.9% | -14.3% | +26.2% | +16.2% |
| YTD | +26.4% | -7.9% | +34.3% | +27.6% |
| 1Y | +27.6% | -9.9% | +37.5% | +29.4% |
| 3Y | +54.9% | +6.5% | +48.4% | +42.5% |
| All | +60.2% | +32.6% | +27.5% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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