+60.0%
SCHD vs P
+274.2%
-214.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -0.7% |
| 7D | -2.6% | +5.0% | -7.6% | -3.0% |
| 30D | -0.3% | -0.9% | +0.6% | -0.4% |
| 3M | +6.1% | +38.7% | -32.6% | +3.2% |
| 6M | +11.7% | +54.4% | -42.7% | +7.3% |
| YTD | +26.3% | +44.8% | -18.5% | +21.5% |
| 1Y | +28.8% | +22.5% | +6.2% | +24.3% |
| 3Y | +55.0% | +148.2% | -93.2% | +31.8% |
| 5Y | +60.0% | +268.9% | -208.9% | +25.3% |
| All | +60.0% | +274.2% | -214.1% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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