+56.5%
SCHD vs RF
+92.1%
-35.6%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -0.8% |
| 7D | -1.1% | +2.7% | -3.8% | -1.9% |
| 30D | +1.5% | -3.4% | +4.9% | +2.5% |
| 3M | +7.4% | +6.4% | +1.1% | +5.3% |
| 6M | +12.4% | +13.4% | -1.0% | +7.8% |
| YTD | +27.5% | +14.2% | +13.3% | +21.6% |
| 1Y | +30.0% | +15.7% | +14.3% | +23.3% |
| 3Y | +56.5% | +91.3% | -34.8% | +25.6% |
| All | +56.5% | +92.1% | -35.6% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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