+60.2%
SCHD vs RMBS
+265.4%
-205.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.2% |
| 7D | -2.0% | +1.8% | -3.7% | -2.1% |
| 30D | -0.4% | -13.9% | +13.5% | +0.7% |
| 3M | +5.7% | -39.8% | +45.5% | +9.6% |
| 6M | +11.9% | -6.0% | +17.9% | +9.7% |
| YTD | +26.4% | -5.4% | +31.8% | +22.9% |
| 1Y | +27.6% | -1.8% | +29.4% | +22.3% |
| 3Y | +54.9% | +53.7% | +1.3% | +33.6% |
| All | +60.2% | +265.4% | -205.3% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling