+238.6%
SCHD vs RVTY
+145.6%
+93.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.4% |
| 7D | -2.0% | -4.5% | +2.6% | -0.8% |
| 30D | -0.4% | +5.5% | -5.9% | -2.0% |
| 3M | +5.7% | +22.5% | -16.8% | -0.4% |
| 6M | +11.9% | +38.9% | -27.0% | +1.0% |
| YTD | +26.4% | +28.7% | -2.3% | +16.0% |
| 1Y | +27.6% | +45.5% | -17.9% | +12.4% |
| 3Y | +54.9% | +16.4% | +38.6% | +41.5% |
| 5Y | +60.9% | -32.7% | +93.7% | +71.1% |
| All | +238.6% | +145.6% | +93.0% | +118.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling