+553.6%
SCHD vs ITOT
+689.2%
-135.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | -0.3% |
| 7D | -2.0% | -0.9% | -1.0% | -1.2% |
| 30D | -0.4% | -1.5% | +1.0% | +0.7% |
| 3M | +5.7% | +3.6% | +2.2% | +2.6% |
| 6M | +11.9% | +13.7% | -1.8% | +0.4% |
| YTD | +26.4% | +12.9% | +13.5% | +13.9% |
| 1Y | +27.6% | +17.2% | +10.4% | +11.4% |
| 3Y | +54.9% | +75.6% | -20.7% | -4.6% |
| 5Y | +60.9% | +75.5% | -14.5% | -2.1% |
| 10Y | +243.4% | +302.0% | -58.5% | +1.6% |
| All | +553.6% | +689.2% | -135.6% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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