+553.0%
SCHD vs O
+284.5%
+268.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.4% |
| 7D | -2.6% | -2.3% | -0.4% | -1.9% |
| 30D | -0.3% | -2.4% | +2.2% | +0.6% |
| 3M | +6.1% | -0.6% | +6.7% | +6.3% |
| 6M | +11.7% | -5.0% | +16.7% | +13.5% |
| YTD | +26.3% | +10.4% | +15.9% | +21.8% |
| 1Y | +28.8% | +6.6% | +22.2% | +25.6% |
| 3Y | +55.0% | +28.4% | +26.6% | +40.7% |
| 5Y | +60.0% | +15.3% | +44.8% | +49.9% |
| 10Y | +243.1% | +55.3% | +187.8% | +185.1% |
| All | +553.0% | +284.5% | +268.5% | +240.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling