+121.3%
SCHD vs QS
-46.4%
+167.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.3% |
| 7D | -2.0% | -3.6% | +1.7% | -1.8% |
| 30D | -0.4% | -17.2% | +16.8% | +0.1% |
| 3M | +5.7% | -27.0% | +32.7% | +6.5% |
| 6M | +11.9% | -24.6% | +36.5% | +12.4% |
| YTD | +26.4% | -49.3% | +75.8% | +28.4% |
| 1Y | +27.6% | -40.3% | +67.9% | +28.3% |
| 3Y | +54.9% | -23.8% | +78.8% | +51.0% |
| 5Y | +60.9% | -75.0% | +135.9% | +57.6% |
| All | +121.3% | -46.4% | +167.7% | +121.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling