+60.2%
SCHD vs NSC
+42.7%
+17.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.7% |
| 7D | -2.0% | -2.8% | +0.8% | -0.9% |
| 30D | -0.4% | -4.5% | +4.1% | +1.2% |
| 3M | +5.7% | +3.5% | +2.2% | +4.1% |
| 6M | +11.9% | +8.5% | +3.4% | +7.9% |
| YTD | +26.4% | +12.3% | +14.1% | +20.2% |
| 1Y | +27.6% | +18.9% | +8.7% | +18.6% |
| 3Y | +54.9% | +74.1% | -19.2% | +20.7% |
| All | +60.2% | +42.7% | +17.5% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 5y: compounded portfolio wealth divided by compounded NSC 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…
5y analysis · Full analysis span regression · 6 months rolling