+553.0%
SCHD vs RGEN
+5,074.0%
-4,521.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.1% | -0.7% |
| 7D | -2.6% | -4.6% | +1.9% | -2.2% |
| 30D | -0.3% | +1.2% | -1.4% | -0.5% |
| 3M | +6.1% | +26.8% | -20.7% | +3.2% |
| 6M | +11.7% | +29.1% | -17.3% | +8.1% |
| YTD | +26.3% | +0.7% | +25.6% | +25.3% |
| 1Y | +28.8% | +39.1% | -10.3% | +23.0% |
| 3Y | +55.0% | +2.2% | +52.8% | +49.5% |
| 5Y | +60.0% | -44.0% | +104.0% | +59.6% |
| 10Y | +243.1% | +412.7% | -169.6% | +173.3% |
| All | +553.0% | +5,074.0% | -4,521.0% | +328.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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