+559.1%
SCHD vs RIG
-86.4%
+645.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -1.0% |
| 7D | -1.1% | -2.7% | +1.6% | -0.9% |
| 30D | +1.5% | +9.5% | -8.0% | +0.5% |
| 3M | +7.4% | -6.6% | +14.1% | +7.9% |
| 6M | +12.4% | -2.9% | +15.2% | +12.0% |
| YTD | +27.5% | +39.5% | -12.0% | +22.3% |
| 1Y | +30.0% | +82.3% | -52.3% | +21.0% |
| 3Y | +56.5% | -29.6% | +86.1% | +55.6% |
| 5Y | +60.7% | +63.2% | -2.5% | +41.1% |
| 10Y | +237.8% | -45.0% | +282.7% | +175.2% |
| All | +559.1% | -86.4% | +645.5% | +510.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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