+172.3%
SCHD vs REPL
-6.0%
+178.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.8% |
| 7D | -0.3% | -3.0% | +2.7% | -0.2% |
| 30D | +3.4% | +27.1% | -23.7% | +2.7% |
| 3M | +7.6% | +52.4% | -44.7% | +5.2% |
| 6M | +12.2% | +107.4% | -95.3% | +5.5% |
| YTD | +29.0% | +54.7% | -25.8% | +22.4% |
| 1Y | +30.3% | +158.9% | -128.6% | +18.9% |
| 3Y | +56.1% | -23.7% | +79.9% | +39.0% |
| 5Y | +60.4% | -54.3% | +114.8% | +45.1% |
| All | +172.3% | -6.0% | +178.3% | +106.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling