+60.0%
SCHD vs ROIV
+319.8%
-259.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | -2.6% | +22.3% | -25.0% | -3.7% |
| 30D | -0.3% | +16.9% | -17.1% | -1.2% |
| 3M | +6.1% | +43.9% | -37.8% | +4.0% |
| 6M | +11.7% | +41.6% | -29.9% | +9.4% |
| YTD | +26.3% | +92.7% | -66.3% | +21.5% |
| 1Y | +28.8% | +210.2% | -181.4% | +20.6% |
| 3Y | +55.0% | +231.8% | -176.8% | +43.5% |
| 5Y | +60.0% | +319.8% | -259.7% | +39.1% |
| All | +60.0% | +319.8% | -259.7% | +39.1% |
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