+167.0%
SCHD vs REPL
-19.2%
+186.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.4% |
| 7D | -2.0% | -14.1% | +12.1% | -1.6% |
| 30D | -0.4% | -15.2% | +14.8% | 0.0% |
| 3M | +5.7% | +49.9% | -44.2% | +3.3% |
| 6M | +11.9% | +63.5% | -51.7% | +6.0% |
| YTD | +26.4% | +32.9% | -6.5% | +20.5% |
| 1Y | +27.6% | +115.0% | -87.4% | +17.1% |
| 3Y | +54.9% | -34.7% | +89.7% | +38.5% |
| 5Y | +60.9% | -59.7% | +120.6% | +45.7% |
| All | +167.0% | -19.2% | +186.3% | +103.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling