+238.6%
SCHD vs RMBS
+566.4%
-327.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.1% |
| 7D | -2.0% | +1.8% | -3.7% | -2.2% |
| 30D | -0.4% | -13.9% | +13.5% | +1.6% |
| 3M | +5.7% | -39.8% | +45.5% | +12.7% |
| 6M | +11.9% | -6.0% | +17.9% | +8.3% |
| YTD | +26.4% | -5.4% | +31.8% | +20.6% |
| 1Y | +27.6% | -1.8% | +29.4% | +18.9% |
| 3Y | +54.9% | +53.7% | +1.3% | +21.9% |
| 5Y | +60.9% | +268.5% | -207.6% | -7.5% |
| All | +238.6% | +566.4% | -327.8% | +49.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling