+553.6%
SCHD vs MKSI
+1,327.2%
-773.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | 0.0% |
| 7D | -2.0% | +2.7% | -4.6% | -2.5% |
| 30D | -0.4% | -12.8% | +12.4% | +2.0% |
| 3M | +5.7% | -22.5% | +28.2% | +8.9% |
| 6M | +11.9% | +19.4% | -7.5% | +4.2% |
| YTD | +26.4% | +67.7% | -41.3% | +8.5% |
| 1Y | +27.6% | +131.4% | -103.8% | +0.7% |
| 3Y | +54.9% | +197.3% | -142.4% | +7.7% |
| 5Y | +60.9% | +87.0% | -26.0% | +20.4% |
| 10Y | +243.4% | +522.1% | -278.6% | +65.5% |
| All | +553.6% | +1,327.2% | -773.7% | +144.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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