+238.6%
SCHD vs NTAP
+650.8%
-412.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.5% | -8.2% | -1.7% |
| 7D | -2.0% | +7.4% | -9.3% | -3.8% |
| 30D | -0.4% | -1.4% | +1.0% | -0.3% |
| 3M | +5.7% | +24.6% | -18.8% | -0.7% |
| 6M | +11.9% | +105.9% | -94.0% | -9.6% |
| YTD | +26.4% | +88.5% | -62.1% | +4.2% |
| 1Y | +27.6% | +62.1% | -34.5% | +9.5% |
| 3Y | +54.9% | +169.1% | -114.1% | +9.7% |
| 5Y | +60.9% | +141.9% | -80.9% | +15.5% |
| All | +238.6% | +650.8% | -412.1% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 10y: compounded portfolio wealth divided by compounded NTAP 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…
10y analysis · Full analysis span regression · 6 months rolling