+280.1%
SCHD vs QSR
+205.8%
+74.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | -2.0% | -4.0% | +2.0% | -0.8% |
| 30D | -0.4% | +2.8% | -3.2% | -1.3% |
| 3M | +5.7% | +5.1% | +0.6% | +4.0% |
| 6M | +11.9% | +8.8% | +3.1% | +8.7% |
| YTD | +26.4% | +14.8% | +11.6% | +20.6% |
| 1Y | +27.6% | +25.7% | +1.9% | +18.2% |
| 3Y | +54.9% | +27.5% | +27.4% | +41.1% |
| 5Y | +60.9% | +41.3% | +19.7% | +40.7% |
| 10Y | +243.4% | +133.8% | +109.6% | +153.7% |
| All | +280.1% | +205.8% | +74.4% | +164.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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