+63.6%
SCHD vs ROIV
+380.3%
-316.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | +2.7% | +1.7% | +1.0% | +2.6% |
| 30D | +7.1% | +17.6% | -10.4% | +6.2% |
| 3M | +5.7% | +9.0% | -3.2% | +5.1% |
| 6M | +15.6% | +35.3% | -19.7% | +13.2% |
| YTD | +34.9% | +82.2% | -47.2% | +29.5% |
| 1Y | +37.4% | +92.3% | -54.9% | +31.4% |
| 3Y | +74.5% | +336.8% | -262.3% | +58.7% |
| All | +63.6% | +380.3% | -316.7% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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