+566.6%
SCHD vs M
+35.2%
+531.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.2% |
| 7D | -0.3% | +4.7% | -5.0% | -1.0% |
| 30D | +3.4% | -9.6% | +13.1% | +4.9% |
| 3M | +7.6% | +0.9% | +6.8% | +7.2% |
| 6M | +12.2% | +22.3% | -10.1% | +8.3% |
| YTD | +29.0% | +6.5% | +22.4% | +26.7% |
| 1Y | +30.3% | +38.8% | -8.5% | +22.8% |
| 3Y | +56.1% | +115.9% | -59.8% | +32.7% |
| 5Y | +60.4% | +28.6% | +31.8% | +40.6% |
| 10Y | +241.3% | -2.5% | +243.8% | +168.9% |
| All | +566.6% | +35.2% | +531.4% | +340.1% |
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