+54.4%
SCHD vs ON
-29.2%
+83.6%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | -3.1% | -4.7% | +1.6% | -2.7% |
| 30D | -0.8% | -13.5% | +12.7% | +0.4% |
| 3M | +6.2% | -36.3% | +42.5% | +9.6% |
| 6M | +11.8% | +17.8% | -5.9% | +6.7% |
| YTD | +26.0% | +29.6% | -3.6% | +18.6% |
| 1Y | +28.1% | +45.8% | -17.7% | +18.4% |
| All | +54.4% | -29.2% | +83.6% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 3y: compounded portfolio wealth divided by compounded ON 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…
3y analysis · Full analysis span regression · 6 months rolling