+553.0%
SCHD vs ON
+942.3%
-389.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -2.6% | -1.9% | -0.7% | -2.3% |
| 30D | -0.3% | -11.0% | +10.7% | +1.6% |
| 3M | +6.1% | -39.3% | +45.4% | +13.6% |
| 6M | +11.7% | +19.8% | -8.1% | +4.5% |
| YTD | +26.3% | +31.1% | -4.8% | +15.8% |
| 1Y | +28.8% | +46.0% | -17.2% | +15.0% |
| 3Y | +55.0% | -27.5% | +82.6% | +50.0% |
| 5Y | +60.0% | +56.9% | +3.1% | +26.0% |
| 10Y | +243.1% | +591.8% | -348.7% | +85.2% |
| All | +553.0% | +942.3% | -389.3% | +207.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling