+566.6%
SCHD vs MA
+1,829.6%
-1,263.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.4% |
| 7D | -0.3% | -2.7% | +2.4% | +0.8% |
| 30D | +3.4% | +1.5% | +1.9% | +2.7% |
| 3M | +7.6% | +20.4% | -12.8% | -0.4% |
| 6M | +12.2% | +11.1% | +1.0% | +6.8% |
| YTD | +29.0% | +2.0% | +27.0% | +26.8% |
| 1Y | +30.3% | -2.2% | +32.4% | +30.1% |
| 3Y | +56.1% | +41.9% | +14.3% | +32.4% |
| 5Y | +60.4% | +75.4% | -14.9% | +21.8% |
| 10Y | +241.3% | +527.5% | -286.3% | +53.7% |
| All | +566.6% | +1,829.6% | -1,263.0% | +95.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling