+553.6%
SCHD vs NTRS
+630.7%
-77.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | 0.0% |
| 7D | -2.0% | +1.4% | -3.3% | -2.5% |
| 30D | -0.4% | -0.7% | +0.2% | -0.2% |
| 3M | +5.7% | +11.3% | -5.6% | +1.0% |
| 6M | +11.9% | +35.5% | -23.7% | -1.6% |
| YTD | +26.4% | +40.6% | -14.2% | +9.1% |
| 1Y | +27.6% | +49.2% | -21.6% | +7.2% |
| 3Y | +54.9% | +167.2% | -112.3% | -0.1% |
| 5Y | +60.9% | +94.9% | -34.0% | +14.9% |
| 10Y | +243.4% | +259.5% | -16.0% | +79.5% |
| All | +553.6% | +630.7% | -77.1% | +146.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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