+41.8%
SCHD vs RMBS
-18.2%
+60.0%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.0% | +7.8% | +1.8% |
| 7D | +3.2% | -8.9% | +12.1% | +3.1% |
| 30D | +10.7% | -24.8% | +35.5% | +10.5% |
| 3M | +7.8% | -17.6% | +25.4% | +7.7% |
| 6M | +16.7% | -25.7% | +42.4% | +16.7% |
| YTD | +35.3% | -9.8% | +45.0% | +33.2% |
| 1Y | +41.8% | -17.4% | +59.1% | +39.8% |
| All | +41.8% | -18.2% | +60.0% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1y: compounded portfolio wealth divided by compounded RMBS 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…
1y analysis · Full analysis span regression · 6 months rolling