+60.2%
SCHD vs JBL
+409.3%
-349.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.0% | -4.7% | -0.4% |
| 7D | -2.0% | +2.4% | -4.4% | -2.3% |
| 30D | -0.4% | -13.1% | +12.7% | +1.5% |
| 3M | +5.7% | -15.6% | +21.3% | +7.9% |
| 6M | +11.9% | +24.6% | -12.7% | +6.1% |
| YTD | +26.4% | +39.6% | -13.2% | +16.9% |
| 1Y | +27.6% | +48.6% | -21.0% | +16.0% |
| 3Y | +54.9% | +197.3% | -142.3% | +15.5% |
| All | +60.2% | +409.3% | -349.2% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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