+318.6%
SCHD vs P
+535.2%
-216.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.7% |
| 7D | +2.7% | +11.6% | -8.9% | +1.5% |
| 30D | +7.1% | -23.7% | +30.8% | +9.7% |
| 3M | +5.7% | -8.0% | +13.7% | +5.6% |
| 6M | +15.6% | +27.9% | -12.3% | +10.1% |
| YTD | +34.9% | +61.2% | -26.2% | +24.0% |
| 1Y | +37.4% | +28.6% | +8.7% | +28.6% |
| 3Y | +74.5% | +200.5% | -125.9% | +37.9% |
| 5Y | +63.7% | +282.9% | -219.3% | +21.5% |
| 10Y | +259.1% | +665.9% | -406.8% | +129.8% |
| All | +318.6% | +535.2% | -216.6% | +165.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling