+184.9%
SCHD vs REPL
+36.8%
+148.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +2.7% | +1.2% | +1.5% | +2.7% |
| 30D | +7.1% | +92.2% | -85.0% | +5.3% |
| 3M | +5.7% | +44.1% | -38.4% | +4.6% |
| 6M | +15.6% | +313.0% | -297.4% | +8.8% |
| YTD | +34.9% | +125.2% | -90.3% | +26.6% |
| 1Y | +37.4% | +143.8% | -106.4% | +28.5% |
| 3Y | +74.5% | +104.2% | -29.7% | +46.4% |
| 5Y | +63.7% | -34.5% | +98.2% | +46.7% |
| All | +184.9% | +36.8% | +148.1% | +113.6% |
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