+60.2%
SCHD vs ON
+60.9%
-0.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.5% | -8.1% | -0.6% |
| 7D | -2.0% | +2.4% | -4.3% | -2.3% |
| 30D | -0.4% | -8.6% | +8.2% | +0.6% |
| 3M | +5.7% | -34.3% | +40.1% | +10.1% |
| 6M | +11.9% | +28.5% | -16.6% | +4.8% |
| YTD | +26.4% | +40.6% | -14.2% | +16.6% |
| 1Y | +27.6% | +55.3% | -27.7% | +15.3% |
| 3Y | +54.9% | -22.2% | +77.1% | +49.0% |
| All | +60.2% | +60.9% | -0.7% | +33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling