+553.0%
SCHD vs NSC
+569.6%
-16.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.4% |
| 7D | -2.6% | -2.0% | -0.6% | -1.8% |
| 30D | -0.3% | -3.2% | +2.9% | +0.9% |
| 3M | +6.1% | +3.9% | +2.2% | +4.2% |
| 6M | +11.7% | +7.8% | +3.9% | +7.8% |
| YTD | +26.3% | +13.4% | +12.9% | +19.3% |
| 1Y | +28.8% | +20.3% | +8.4% | +18.7% |
| 3Y | +55.0% | +76.1% | -21.0% | +20.1% |
| 5Y | +60.0% | +45.0% | +15.0% | +32.1% |
| 10Y | +243.1% | +335.7% | -92.6% | +89.4% |
| All | +553.0% | +569.6% | -16.6% | +200.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling