+60.3%
SCHD vs MA
+64.1%
-3.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -3.1% | -3.5% | +0.4% | -1.9% |
| 30D | -0.8% | +0.7% | -1.5% | -1.1% |
| 3M | +6.2% | +15.8% | -9.6% | +0.7% |
| 6M | +11.8% | +10.2% | +1.6% | +7.5% |
| YTD | +26.0% | -0.5% | +26.4% | +25.5% |
| 1Y | +28.1% | -1.8% | +29.9% | +28.2% |
| 3Y | +54.6% | +38.7% | +15.8% | +34.3% |
| 5Y | +60.3% | +67.6% | -7.3% | +27.4% |
| All | +60.3% | +64.1% | -3.8% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling