+96.3%
SCHD vs ROIV
+232.7%
-136.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.9% |
| 7D | -0.3% | +0.6% | -0.9% | -0.3% |
| 30D | +3.4% | +1.0% | +2.5% | +3.4% |
| 3M | +7.6% | +18.3% | -10.7% | +6.6% |
| 6M | +12.2% | +18.3% | -6.2% | +10.9% |
| YTD | +29.0% | +61.0% | -32.0% | +25.2% |
| 1Y | +30.3% | +177.9% | -147.6% | +22.7% |
| 3Y | +56.1% | +199.1% | -142.9% | +45.5% |
| 5Y | +60.4% | +250.7% | -190.3% | +42.8% |
| All | +96.3% | +232.7% | -136.4% | +74.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling