+551.1%
SCHD vs OMC
+199.5%
+351.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.8% |
| 7D | -3.1% | -6.2% | +3.1% | -0.8% |
| 30D | -0.8% | -7.6% | +6.7% | +1.9% |
| 3M | +6.2% | +7.4% | -1.2% | +2.7% |
| 6M | +11.8% | +0.1% | +11.7% | +10.7% |
| YTD | +26.0% | +0.4% | +25.5% | +23.1% |
| 1Y | +28.1% | +7.8% | +20.4% | +21.0% |
| 3Y | +54.6% | +11.8% | +42.8% | +40.4% |
| 5Y | +60.3% | +32.5% | +27.9% | +30.9% |
| 10Y | +242.1% | +34.2% | +207.9% | +160.7% |
| All | +551.1% | +199.5% | +351.6% | +221.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling