+243.1%
SCHD vs QLD
+1,665.6%
-1,422.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -2.6% | +1.9% | -4.5% | -3.1% |
| 30D | -0.3% | -1.8% | +1.5% | +0.1% |
| 3M | +6.1% | -0.1% | +6.2% | +5.1% |
| 6M | +11.7% | +32.6% | -20.8% | +2.1% |
| YTD | +26.3% | +27.9% | -1.6% | +16.2% |
| 1Y | +28.8% | +40.3% | -11.5% | +14.9% |
| 3Y | +55.0% | +182.5% | -127.4% | +8.9% |
| 5Y | +60.0% | +122.5% | -62.5% | +13.2% |
| 10Y | +243.1% | +1,728.6% | -1,485.4% | +11.0% |
| All | +243.1% | +1,665.6% | -1,422.5% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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