+553.6%
SCHD vs RSG
+961.2%
-407.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | 0.0% |
| 7D | -2.0% | 0.0% | -2.0% | -2.0% |
| 30D | -0.4% | +4.0% | -4.4% | -2.4% |
| 3M | +5.7% | +7.4% | -1.7% | +1.8% |
| 6M | +11.9% | +0.1% | +11.8% | +11.2% |
| YTD | +26.4% | +6.0% | +20.4% | +21.8% |
| 1Y | +27.6% | -3.0% | +30.6% | +28.5% |
| 3Y | +54.9% | +56.5% | -1.5% | +18.8% |
| 5Y | +60.9% | +90.9% | -30.0% | +8.5% |
| 10Y | +243.4% | +428.7% | -185.3% | +39.7% |
| All | +553.6% | +961.2% | -407.7% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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