+300.1%
SCHD vs P
+485.4%
-185.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.0% |
| 7D | -0.3% | +6.5% | -6.8% | -1.0% |
| 30D | +3.4% | +18.8% | -15.4% | +1.1% |
| 3M | +7.6% | +26.7% | -19.1% | +3.9% |
| 6M | +12.2% | +62.2% | -50.0% | +4.4% |
| YTD | +29.0% | +48.5% | -19.5% | +20.7% |
| 1Y | +30.3% | +26.4% | +3.9% | +22.9% |
| 3Y | +56.1% | +159.4% | -103.3% | +26.8% |
| 5Y | +60.4% | +275.8% | -215.4% | +20.0% |
| 10Y | +241.3% | +732.0% | -490.8% | +120.1% |
| All | +300.1% | +485.4% | -185.3% | +158.3% |
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