+238.6%
SCHD vs ISRG
+391.9%
-153.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -0.3% |
| 7D | -2.0% | +0.7% | -2.6% | -2.2% |
| 30D | -0.4% | -8.0% | +7.6% | +1.7% |
| 3M | +5.7% | -10.6% | +16.3% | +8.1% |
| 6M | +11.9% | -25.1% | +37.0% | +19.7% |
| YTD | +26.4% | -34.8% | +61.3% | +40.4% |
| 1Y | +27.6% | -19.0% | +46.6% | +32.3% |
| 3Y | +54.9% | +22.1% | +32.9% | +37.3% |
| 5Y | +60.9% | +8.2% | +52.7% | +43.4% |
| All | +238.6% | +391.9% | -153.3% | +98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 ISRG 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