+59.2%
SCHD vs ONON
-24.2%
+83.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -3.1% | -5.3% | +2.2% | -2.6% |
| 30D | -0.8% | -13.1% | +12.3% | +0.5% |
| 3M | +6.2% | -29.3% | +35.5% | +9.2% |
| 6M | +11.8% | -34.5% | +46.4% | +15.5% |
| YTD | +26.0% | -42.2% | +68.2% | +31.5% |
| 1Y | +28.1% | -37.3% | +65.5% | +32.4% |
| 3Y | +54.6% | -9.3% | +63.8% | +50.7% |
| All | +59.2% | -24.2% | +83.4% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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