+597.4%
SCHD vs M
+46.1%
+551.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.3% |
| 7D | +2.7% | +7.0% | -4.3% | +1.7% |
| 30D | +7.1% | +8.9% | -1.8% | +5.7% |
| 3M | +5.7% | +4.5% | +1.2% | +4.8% |
| 6M | +15.6% | +36.2% | -20.6% | +9.8% |
| YTD | +34.9% | +15.1% | +19.8% | +30.8% |
| 1Y | +37.4% | +27.4% | +9.9% | +31.0% |
| 3Y | +74.5% | +160.1% | -85.6% | +44.2% |
| 5Y | +63.7% | -1.6% | +65.2% | +50.2% |
| 10Y | +259.1% | -7.7% | +266.7% | +186.3% |
| All | +597.4% | +46.1% | +551.3% | +354.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling