+54.4%
SCHD vs REPL
-33.1%
+87.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.4% | +8.1% | -0.3% |
| 7D | -3.1% | -13.4% | +10.3% | -3.1% |
| 30D | -0.8% | -3.0% | +2.2% | -0.8% |
| 3M | +6.2% | +56.3% | -50.1% | +5.9% |
| 6M | +11.8% | +60.9% | -49.1% | +10.9% |
| YTD | +26.0% | +36.2% | -10.3% | +25.0% |
| 1Y | +28.1% | +121.0% | -92.9% | +26.1% |
| All | +54.4% | -33.1% | +87.5% | +47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling