+238.6%
SCHD vs OMC
+34.2%
+204.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.6% |
| 7D | -2.0% | -4.4% | +2.4% | -0.4% |
| 30D | -0.4% | -7.6% | +7.2% | +2.2% |
| 3M | +5.7% | +4.5% | +1.2% | +3.4% |
| 6M | +11.9% | -0.3% | +12.1% | +11.0% |
| YTD | +26.4% | -0.1% | +26.6% | +24.0% |
| 1Y | +27.6% | +4.6% | +23.0% | +22.2% |
| 3Y | +54.9% | +10.5% | +44.5% | +42.0% |
| 5Y | +60.9% | +31.7% | +29.2% | +32.5% |
| All | +238.6% | +34.2% | +204.4% | +158.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 10y: compounded portfolio wealth divided by compounded OMC 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…
10y analysis · Full analysis span regression · 6 months rolling