+588.3%
SCHD vs QLD
+5,997.9%
-5,409.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.8% | -5.4% | -0.4% |
| 7D | -0.7% | -1.4% | +0.7% | -0.6% |
| 30D | +7.9% | -19.6% | +27.5% | +13.5% |
| 3M | +6.0% | -14.1% | +20.1% | +9.4% |
| 6M | +14.5% | -13.6% | +28.2% | +16.6% |
| YTD | +33.2% | +12.5% | +20.6% | +25.1% |
| 1Y | +38.1% | +13.1% | +25.0% | +29.2% |
| 3Y | +73.5% | +154.7% | -81.2% | +22.6% |
| 5Y | +62.5% | +81.1% | -18.6% | +19.2% |
| 10Y | +253.7% | +1,418.0% | -1,164.3% | +14.2% |
| All | +588.3% | +5,997.9% | -5,409.5% | +32.2% |
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