+60.3%
SCHD vs ROP
-16.6%
+76.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -3.1% | -8.0% | +4.9% | -0.4% |
| 30D | -0.8% | -2.7% | +1.9% | 0.0% |
| 3M | +6.2% | +16.6% | -10.4% | +0.3% |
| 6M | +11.8% | +10.4% | +1.4% | +7.4% |
| YTD | +26.0% | -12.1% | +38.0% | +31.8% |
| 1Y | +28.1% | -23.6% | +51.8% | +42.2% |
| 3Y | +54.6% | -19.3% | +73.9% | +65.1% |
| 5Y | +60.3% | -15.4% | +75.7% | +61.5% |
| All | +60.3% | -16.6% | +76.9% | +61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling