+60.2%
SCHD vs NTAP
+140.4%
-80.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.5% | -8.2% | -1.1% |
| 7D | -2.0% | +7.4% | -9.3% | -3.3% |
| 30D | -0.4% | -1.4% | +1.0% | -0.3% |
| 3M | +5.7% | +24.6% | -18.8% | +1.1% |
| 6M | +11.9% | +105.9% | -94.0% | -5.0% |
| YTD | +26.4% | +88.5% | -62.1% | +9.2% |
| 1Y | +27.6% | +62.1% | -34.5% | +13.9% |
| 3Y | +54.9% | +169.1% | -114.1% | +14.6% |
| All | +60.2% | +140.4% | -80.2% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling