+60.2%
SCHD vs IT
-42.9%
+103.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.3% | -4.9% | -0.4% |
| 7D | -2.0% | -3.7% | +1.7% | -1.4% |
| 30D | -0.4% | +0.1% | -0.5% | -0.6% |
| 3M | +5.7% | +20.7% | -15.0% | +1.7% |
| 6M | +11.9% | +12.0% | -0.1% | +8.4% |
| YTD | +26.4% | -28.8% | +55.3% | +32.8% |
| 1Y | +27.6% | -25.5% | +53.1% | +32.1% |
| 3Y | +54.9% | -48.8% | +103.7% | +71.2% |
| All | +60.2% | -42.9% | +103.1% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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