+597.4%
SCHD vs MA
+2,106.0%
-1,508.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | 0.0% |
| 7D | +2.7% | +1.3% | +1.4% | +2.2% |
| 30D | +7.1% | +9.6% | -2.5% | +3.2% |
| 3M | +5.7% | +16.8% | -11.0% | -0.8% |
| 6M | +15.6% | +35.2% | -19.6% | +1.9% |
| YTD | +34.9% | +16.6% | +18.4% | +25.6% |
| 1Y | +37.4% | +19.8% | +17.6% | +26.3% |
| 3Y | +74.5% | +70.7% | +3.8% | +37.3% |
| 5Y | +63.7% | +87.4% | -23.7% | +21.5% |
| 10Y | +259.1% | +570.0% | -311.0% | +57.0% |
| All | +597.4% | +2,106.0% | -1,508.6% | +93.5% |
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 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