+553.0%
SCHD vs QID
-99.9%
+652.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.8% |
| 7D | -2.6% | -1.9% | -0.7% | -3.1% |
| 30D | -0.3% | +1.7% | -2.0% | +0.2% |
| 3M | +6.1% | -3.9% | +10.0% | +5.4% |
| 6M | +11.7% | -30.0% | +41.7% | +2.3% |
| YTD | +26.3% | -28.2% | +54.5% | +16.7% |
| 1Y | +28.8% | -35.6% | +64.4% | +15.8% |
| 3Y | +55.0% | -74.3% | +129.3% | +12.9% |
| 5Y | +60.0% | -80.8% | +140.8% | +18.0% |
| 10Y | +243.1% | -99.2% | +342.3% | +10.6% |
| All | +553.0% | -99.9% | +652.9% | +22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling