+220.3%
SCHD vs IR
+288.5%
-68.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.2% |
| 7D | -0.3% | -2.8% | +2.5% | +0.6% |
| 30D | +3.4% | -15.1% | +18.6% | +8.7% |
| 3M | +7.6% | +6.1% | +1.6% | +5.2% |
| 6M | +12.2% | -16.8% | +29.0% | +17.6% |
| YTD | +29.0% | -3.5% | +32.5% | +28.5% |
| 1Y | +30.3% | -3.5% | +33.8% | +29.5% |
| 3Y | +56.1% | +9.5% | +46.7% | +45.4% |
| 5Y | +60.4% | +45.1% | +15.3% | +33.7% |
| All | +220.3% | +288.5% | -68.2% | +106.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling