+146.6%
SCHD vs NET
+1,258.4%
-1,111.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -8.3% | +6.1% | -1.7% |
| 7D | -0.5% | -21.2% | +20.7% | +0.8% |
| 30D | +7.8% | -31.1% | +38.9% | +10.1% |
| 3M | +6.1% | -16.5% | +22.7% | +6.9% |
| 6M | +13.6% | 0.0% | +13.5% | +12.5% |
| YTD | +32.3% | +24.0% | +8.3% | +28.5% |
| 1Y | +38.0% | +7.0% | +31.0% | +35.3% |
| 3Y | +68.8% | +279.6% | -210.8% | +48.7% |
| 5Y | +61.0% | +24.0% | +37.1% | +44.1% |
| All | +146.6% | +1,258.4% | -1,111.8% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 10y: compounded portfolio wealth divided by compounded NET 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…
10y analysis · Full analysis span regression · 6 months rolling