+67.1%
SCHD vs PATH
-76.8%
+143.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -16.6% | +15.8% | +0.4% |
| 7D | -0.3% | -16.3% | +16.0% | +0.8% |
| 30D | +3.4% | +9.9% | -6.5% | +2.5% |
| 3M | +7.6% | +30.2% | -22.5% | +5.2% |
| 6M | +12.2% | +37.2% | -25.1% | +8.8% |
| YTD | +29.0% | -7.3% | +36.3% | +28.5% |
| 1Y | +30.3% | +40.0% | -9.7% | +24.3% |
| 3Y | +56.1% | -4.4% | +60.6% | +49.9% |
| 5Y | +60.4% | -76.0% | +136.5% | +54.2% |
| All | +67.1% | -76.8% | +143.9% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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