+36.8%
SCHD vs QLD
+10.8%
+26.0%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | +1.4% | +12.5% | -11.1% | +1.3% |
| 30D | +7.7% | -15.7% | +23.4% | +7.5% |
| 3M | +5.7% | -11.9% | +17.6% | +5.5% |
| 6M | +14.9% | -10.3% | +25.2% | +14.7% |
| YTD | +34.2% | +15.6% | +18.6% | +31.1% |
| 1Y | +36.8% | +12.1% | +24.6% | +34.1% |
| All | +36.8% | +10.8% | +26.0% | +34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling