+281.7%
SCHD vs RUN
-32.6%
+314.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.6% | -0.6% |
| 7D | -2.6% | -1.8% | -0.8% | -2.5% |
| 30D | -0.3% | -10.8% | +10.5% | +0.4% |
| 3M | +6.1% | -30.2% | +36.2% | +8.2% |
| 6M | +11.7% | -22.3% | +34.0% | +12.6% |
| YTD | +26.3% | -52.2% | +78.5% | +30.4% |
| 1Y | +28.8% | -45.1% | +73.9% | +30.9% |
| 3Y | +55.0% | -37.1% | +92.1% | +43.5% |
| 5Y | +60.0% | -80.3% | +140.3% | +55.4% |
| 10Y | +243.1% | +45.2% | +197.9% | +166.7% |
| All | +281.7% | -32.6% | +314.3% | +200.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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