+579.1%
SCHD vs QLD
+5,609.6%
-5,030.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.3% | -1.4% |
| 7D | -1.7% | -10.3% | +8.6% | +0.9% |
| 30D | +7.7% | -26.1% | +33.8% | +15.9% |
| 3M | +5.2% | -17.8% | +22.9% | +9.8% |
| 6M | +12.9% | -15.6% | +28.4% | +15.6% |
| YTD | +31.4% | +5.4% | +26.0% | +25.6% |
| 1Y | +37.3% | +5.2% | +32.0% | +31.0% |
| 3Y | +68.3% | +139.4% | -71.1% | +20.9% |
| 5Y | +59.9% | +66.7% | -6.8% | +20.0% |
| 10Y | +260.8% | +1,422.1% | -1,161.3% | +15.9% |
| All | +579.1% | +5,609.6% | -5,030.5% | +32.7% |
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