+551.1%
SCHD vs NOC
+1,169.4%
-618.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -0.9% | -0.5% |
| 7D | -3.1% | -1.8% | -1.3% | -2.5% |
| 30D | -0.8% | -9.4% | +8.6% | +2.4% |
| 3M | +6.2% | -3.8% | +10.0% | +7.2% |
| 6M | +11.8% | -28.8% | +40.6% | +24.7% |
| YTD | +26.0% | -7.9% | +33.8% | +27.8% |
| 1Y | +28.1% | -9.0% | +37.2% | +30.3% |
| 3Y | +54.6% | +29.1% | +25.5% | +34.7% |
| 5Y | +60.3% | +58.9% | +1.4% | +23.5% |
| 10Y | +242.1% | +191.2% | +50.9% | +94.2% |
| All | +551.1% | +1,169.4% | -618.3% | +72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling