+60.0%
SCHD vs M
+22.2%
+37.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | -0.4% |
| 7D | -2.6% | -4.1% | +1.4% | -2.1% |
| 30D | -0.3% | -13.6% | +13.3% | +1.5% |
| 3M | +6.1% | -2.3% | +8.4% | +6.1% |
| 6M | +11.7% | +21.9% | -10.2% | +8.4% |
| YTD | +26.3% | -0.6% | +26.9% | +25.6% |
| 1Y | +28.8% | +29.7% | -1.0% | +23.3% |
| 3Y | +55.0% | +107.3% | -52.2% | +34.4% |
| 5Y | +60.0% | +20.5% | +39.6% | +45.2% |
| All | +60.0% | +22.2% | +37.8% | +45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling