+553.0%
SCHD vs RMBS
+434.5%
+118.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.0% |
| 7D | -2.6% | +3.5% | -6.1% | -3.0% |
| 30D | -0.3% | -8.6% | +8.3% | +0.6% |
| 3M | +6.1% | -40.3% | +46.4% | +11.6% |
| 6M | +11.7% | -1.0% | +12.7% | +8.6% |
| YTD | +26.3% | -4.6% | +30.9% | +22.3% |
| 1Y | +28.8% | +17.6% | +11.2% | +19.7% |
| 3Y | +55.0% | +58.6% | -3.6% | +32.1% |
| 5Y | +60.0% | +270.9% | -210.9% | +17.3% |
| 10Y | +243.1% | +569.1% | -325.9% | +125.3% |
| All | +553.0% | +434.5% | +118.5% | +310.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling