+593.7%
SCHD vs RF
+1,104.7%
-511.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | -0.1% |
| 7D | +1.4% | +0.4% | +1.1% | +1.3% |
| 30D | +7.7% | +5.6% | +2.1% | +5.9% |
| 3M | +5.7% | -8.9% | +14.6% | +8.7% |
| 6M | +14.9% | +7.1% | +7.9% | +12.2% |
| YTD | +34.2% | +8.3% | +25.9% | +30.1% |
| 1Y | +36.8% | +16.8% | +20.0% | +29.5% |
| 3Y | +73.2% | +115.0% | -41.8% | +33.5% |
| 5Y | +62.8% | +46.4% | +16.4% | +37.7% |
| 10Y | +257.2% | +230.2% | +27.0% | +121.4% |
| All | +593.7% | +1,104.7% | -511.0% | +201.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling