+238.6%
SCHD vs MA
+518.9%
-280.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.1% |
| 7D | -2.0% | -1.7% | -0.2% | -1.2% |
| 30D | -0.4% | +1.7% | -2.1% | -1.1% |
| 3M | +5.7% | +17.2% | -11.5% | -1.2% |
| 6M | +11.9% | +13.3% | -1.4% | +5.5% |
| YTD | +26.4% | +0.2% | +26.2% | +25.2% |
| 1Y | +27.6% | -2.7% | +30.3% | +27.8% |
| 3Y | +54.9% | +39.1% | +15.9% | +31.6% |
| 5Y | +60.9% | +68.8% | -7.8% | +22.6% |
| All | +238.6% | +518.9% | -280.3% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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