+41.8%
SCHD vs NOC
-7.1%
+48.8%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.5% | +6.4% | +2.5% |
| 7D | +3.2% | -5.0% | +8.2% | +3.9% |
| 30D | +10.7% | +10.3% | +0.3% | +9.1% |
| 3M | +7.8% | -4.3% | +12.1% | +8.2% |
| 6M | +16.7% | -6.5% | +23.2% | +17.4% |
| YTD | +35.3% | -6.7% | +42.0% | +34.1% |
| 1Y | +41.8% | -7.5% | +49.2% | +40.8% |
| All | +41.8% | -7.1% | +48.8% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 1y: compounded portfolio wealth divided by compounded NOC 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…
1y analysis · Full analysis span regression · 6 months rolling