+597.4%
SCHD vs MSCI
+2,288.7%
-1,691.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.2% |
| 7D | +2.7% | +3.0% | -0.3% | +1.9% |
| 30D | +7.1% | +17.8% | -10.6% | +2.4% |
| 3M | +5.7% | +15.2% | -9.4% | +1.5% |
| 6M | +15.6% | +16.5% | -0.9% | +10.1% |
| YTD | +34.9% | +16.4% | +18.6% | +27.7% |
| 1Y | +37.4% | +16.8% | +20.5% | +29.8% |
| 3Y | +74.5% | +35.8% | +38.8% | +54.7% |
| 5Y | +63.7% | +7.0% | +56.7% | +51.4% |
| 10Y | +259.1% | +818.6% | -559.5% | +72.1% |
| All | +597.4% | +2,288.7% | -1,691.3% | +158.3% |
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