+238.6%
SCHD vs QID
-99.2%
+337.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | -0.1% |
| 7D | -2.0% | +1.3% | -3.2% | -1.6% |
| 30D | -0.4% | +2.9% | -3.4% | +0.4% |
| 3M | +5.7% | -0.7% | +6.4% | +6.0% |
| 6M | +11.9% | -29.7% | +41.6% | +3.0% |
| YTD | +26.4% | -27.9% | +54.3% | +17.5% |
| 1Y | +27.6% | -34.6% | +62.2% | +15.9% |
| 3Y | +54.9% | -73.5% | +128.5% | +15.3% |
| 5Y | +60.9% | -81.0% | +141.9% | +19.9% |
| All | +238.6% | -99.2% | +337.8% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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