+485.7%
SCHD vs PSX
+1,156.1%
-670.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -3.1% | +1.5% | -4.6% | -3.5% |
| 30D | -0.8% | +15.8% | -16.6% | -4.8% |
| 3M | +6.2% | +43.0% | -36.8% | -4.1% |
| 6M | +11.8% | +61.1% | -49.3% | -2.9% |
| YTD | +26.0% | +104.5% | -78.6% | +2.0% |
| 1Y | +28.1% | +102.5% | -74.4% | +3.8% |
| 3Y | +54.6% | +133.5% | -78.9% | +17.8% |
| 5Y | +60.3% | +367.0% | -306.6% | -3.3% |
| 10Y | +242.1% | +382.3% | -140.2% | +91.2% |
| All | +485.7% | +1,156.1% | -670.4% | +182.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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