+553.0%
SCHD vs NTAP
+554.4%
-1.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.4% |
| 7D | -2.6% | +2.2% | -4.8% | -3.1% |
| 30D | -0.3% | -7.0% | +6.7% | +1.3% |
| 3M | +6.1% | +12.3% | -6.2% | +2.6% |
| 6M | +11.7% | +85.1% | -73.4% | -5.7% |
| YTD | +26.3% | +74.8% | -48.4% | +7.8% |
| 1Y | +28.8% | +52.7% | -23.9% | +13.4% |
| 3Y | +55.0% | +147.7% | -92.6% | +16.2% |
| 5Y | +60.0% | +124.8% | -64.8% | +21.2% |
| 10Y | +243.1% | +589.7% | -346.6% | +89.2% |
| All | +553.0% | +554.4% | -1.4% | +251.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling