+595.5%
SCHD vs MSCI
+2,293.4%
-1,697.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | -0.5% | -1.9% | +1.4% | 0.0% |
| 30D | +8.3% | +16.5% | -8.2% | +3.8% |
| 3M | +5.9% | +18.2% | -12.2% | +1.0% |
| 6M | +15.3% | +14.0% | +1.3% | +10.4% |
| YTD | +34.5% | +16.6% | +18.0% | +27.3% |
| 1Y | +37.2% | +14.8% | +22.3% | +30.3% |
| 3Y | +73.6% | +33.3% | +40.4% | +54.7% |
| 5Y | +63.7% | +9.1% | +54.6% | +50.5% |
| 10Y | +258.1% | +820.4% | -562.3% | +71.5% |
| All | +595.5% | +2,293.4% | -1,697.9% | +157.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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