+54.9%
SCHD vs NI
+68.9%
-14.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.0% | 0.0% | -2.0% | -2.0% |
| 30D | -0.4% | -1.4% | +1.0% | -0.1% |
| 3M | +5.7% | -10.6% | +16.3% | +9.1% |
| 6M | +11.9% | -9.3% | +21.2% | +14.8% |
| YTD | +26.4% | +1.1% | +25.3% | +25.3% |
| 1Y | +27.6% | +3.4% | +24.2% | +25.3% |
| 3Y | +54.9% | +67.9% | -12.9% | +27.8% |
| All | +54.9% | +68.9% | -14.0% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 3y: compounded portfolio wealth divided by compounded NI 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…
3y analysis · Full analysis span regression · 6 months rolling