+553.0%
SCHD vs NEM
+193.0%
+360.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.0% |
| 7D | -2.6% | +3.1% | -5.7% | -2.9% |
| 30D | -0.3% | +10.0% | -10.3% | -1.1% |
| 3M | +6.1% | +30.9% | -24.8% | +3.5% |
| 6M | +11.7% | +10.5% | +1.2% | +10.2% |
| YTD | +26.3% | +29.7% | -3.4% | +22.6% |
| 1Y | +28.8% | +71.1% | -42.4% | +21.5% |
| 3Y | +55.0% | +252.1% | -197.1% | +35.6% |
| 5Y | +60.0% | +157.7% | -97.7% | +42.4% |
| 10Y | +243.1% | +319.4% | -76.2% | +192.2% |
| All | +553.0% | +193.0% | +360.0% | +502.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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