+243.1%
SCHD vs PLUG
+48.6%
+194.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -0.7% |
| 7D | -2.6% | +3.8% | -6.5% | -2.8% |
| 30D | -0.3% | +2.8% | -3.1% | -0.5% |
| 3M | +6.1% | -25.4% | +31.5% | +7.5% |
| 6M | +11.7% | -0.5% | +12.2% | +10.8% |
| YTD | +26.3% | +10.2% | +16.2% | +23.9% |
| 1Y | +28.8% | +53.9% | -25.2% | +22.2% |
| 3Y | +55.0% | -72.7% | +127.8% | +53.7% |
| 5Y | +60.0% | -91.4% | +151.4% | +65.4% |
| 10Y | +243.1% | +58.4% | +184.7% | +181.3% |
| All | +243.1% | +48.6% | +194.5% | +181.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 10y: compounded portfolio wealth divided by compounded PLUG 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…
10y analysis · Full analysis span regression · 6 months rolling