+60.2%
SCHD vs O
+15.7%
+44.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -2.0% | -2.9% | +0.9% | -0.8% |
| 30D | -0.4% | -4.5% | +4.1% | +1.5% |
| 3M | +5.7% | -2.6% | +8.4% | +6.8% |
| 6M | +11.9% | -5.6% | +17.5% | +14.3% |
| YTD | +26.4% | +9.3% | +17.2% | +21.4% |
| 1Y | +27.6% | +4.3% | +23.3% | +24.8% |
| 3Y | +54.9% | +27.4% | +27.5% | +37.8% |
| All | +60.2% | +15.7% | +44.4% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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