+551.1%
SCHD vs ROST
+1,123.5%
-572.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -3.1% | -2.5% | -0.6% | -2.4% |
| 30D | -0.8% | -10.3% | +9.5% | +2.2% |
| 3M | +6.2% | -2.6% | +8.8% | +6.7% |
| 6M | +11.8% | +6.5% | +5.3% | +9.1% |
| YTD | +26.0% | +25.9% | 0.0% | +16.9% |
| 1Y | +28.1% | +52.3% | -24.2% | +12.3% |
| 3Y | +54.6% | +94.6% | -40.0% | +24.4% |
| 5Y | +60.3% | +111.1% | -50.8% | +22.4% |
| 10Y | +242.1% | +308.9% | -66.7% | +112.0% |
| All | +551.1% | +1,123.5% | -572.4% | +184.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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