+553.0%
SCHD vs IT
+356.5%
+196.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.5% |
| 7D | -2.6% | -9.1% | +6.5% | -0.4% |
| 30D | -0.3% | -12.2% | +11.9% | +2.6% |
| 3M | +6.1% | +7.8% | -1.7% | +2.5% |
| 6M | +11.7% | +2.0% | +9.7% | +8.5% |
| YTD | +26.3% | -32.7% | +59.1% | +35.9% |
| 1Y | +28.8% | -31.1% | +59.8% | +36.7% |
| 3Y | +55.0% | -52.1% | +107.1% | +77.5% |
| 5Y | +60.0% | -46.3% | +106.3% | +72.4% |
| 10Y | +243.1% | +91.4% | +151.8% | +129.8% |
| All | +553.0% | +356.5% | +196.5% | +224.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling