+54.4%
SCHD vs QS
-26.0%
+80.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.3% |
| 7D | -3.1% | -5.0% | +1.8% | -2.9% |
| 30D | -0.8% | -18.3% | +17.5% | -0.1% |
| 3M | +6.2% | -26.0% | +32.2% | +7.1% |
| 6M | +11.8% | -24.0% | +35.9% | +12.4% |
| YTD | +26.0% | -50.3% | +76.2% | +28.5% |
| 1Y | +28.1% | -38.0% | +66.1% | +28.5% |
| All | +54.4% | -26.0% | +80.4% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 3y: compounded portfolio wealth divided by compounded QS 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…
3y analysis · Full analysis span regression · 6 months rolling