+559.1%
SCHD vs NDAQ
+1,342.9%
-783.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.4% |
| 7D | -1.1% | -2.6% | +1.4% | -0.2% |
| 30D | +1.5% | +0.5% | +1.0% | +1.3% |
| 3M | +7.4% | +9.9% | -2.5% | +3.1% |
| 6M | +12.4% | +8.2% | +4.2% | +8.1% |
| YTD | +27.5% | -1.5% | +29.0% | +26.5% |
| 1Y | +30.0% | +1.3% | +28.7% | +27.2% |
| 3Y | +56.5% | +92.6% | -36.1% | +15.9% |
| 5Y | +60.7% | +53.8% | +6.8% | +28.1% |
| 10Y | +237.8% | +376.0% | -138.2% | +68.9% |
| All | +559.1% | +1,342.9% | -783.8% | +129.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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