+259.6%
SCHD vs PLUG
-25.0%
+284.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -10.5% | +11.0% | +1.1% |
| 7D | +2.7% | -23.4% | +26.1% | +4.1% |
| 30D | +7.1% | -23.4% | +30.6% | +8.5% |
| 3M | +5.7% | -51.7% | +57.5% | +9.6% |
| 6M | +15.6% | -72.0% | +87.6% | +22.9% |
| YTD | +34.9% | -43.7% | +78.6% | +36.7% |
| 1Y | +37.4% | -55.4% | +92.8% | +40.8% |
| 3Y | +74.5% | -68.0% | +142.5% | +70.7% |
| 5Y | +63.7% | -97.4% | +161.1% | +81.7% |
| All | +259.6% | -25.0% | +284.6% | +203.2% |
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