+559.1%
SCHD vs QLD
+6,872.7%
-6,313.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -1.0% | -1.1% |
| 7D | -1.1% | +3.0% | -4.1% | -1.9% |
| 30D | +1.5% | -1.8% | +3.3% | +1.9% |
| 3M | +7.4% | -1.8% | +9.2% | +6.9% |
| 6M | +12.4% | +36.9% | -24.5% | +1.3% |
| YTD | +27.5% | +28.7% | -1.2% | +16.6% |
| 1Y | +30.0% | +41.9% | -11.9% | +15.0% |
| 3Y | +56.5% | +184.2% | -127.7% | +8.1% |
| 5Y | +60.7% | +122.1% | -61.4% | +11.9% |
| 10Y | +237.8% | +1,646.5% | -1,408.7% | +5.7% |
| All | +559.1% | +6,872.7% | -6,313.6% | +23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling