+238.6%
SCHD vs M
-3.0%
+241.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.7% | -7.3% | -0.7% |
| 7D | -2.0% | -4.2% | +2.3% | -1.4% |
| 30D | -0.4% | -7.2% | +6.8% | +0.5% |
| 3M | +5.7% | -11.1% | +16.9% | +7.2% |
| 6M | +11.9% | +28.8% | -16.9% | +7.3% |
| YTD | +26.4% | +2.0% | +24.4% | +25.0% |
| 1Y | +27.6% | +31.3% | -3.6% | +21.3% |
| 3Y | +54.9% | +119.1% | -64.1% | +32.0% |
| 5Y | +60.9% | +29.7% | +31.3% | +41.4% |
| All | +238.6% | -3.0% | +241.7% | +155.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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