+30.3%
SCHD vs ROP
-21.5%
+51.7%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | -0.5% |
| 7D | -0.3% | -4.4% | +4.2% | +0.1% |
| 30D | +3.4% | +3.2% | +0.2% | +3.1% |
| 3M | +7.6% | +23.1% | -15.4% | +6.1% |
| 6M | +12.2% | +13.3% | -1.2% | +11.0% |
| YTD | +29.0% | -7.9% | +36.8% | +29.1% |
| 1Y | +30.3% | -22.1% | +52.3% | +32.6% |
| All | +30.3% | -21.5% | +51.7% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling