+60.2%
SCHD vs RF
+87.6%
-27.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | -2.0% | -1.0% | -1.0% | -1.7% |
| 30D | -0.4% | -3.7% | +3.3% | +0.7% |
| 3M | +5.7% | +5.3% | +0.4% | +3.8% |
| 6M | +11.9% | +17.2% | -5.4% | +6.0% |
| YTD | +26.4% | +14.5% | +12.0% | +20.3% |
| 1Y | +27.6% | +15.9% | +11.7% | +20.7% |
| 3Y | +54.9% | +91.2% | -36.2% | +22.3% |
| All | +60.2% | +87.6% | -27.5% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling