+559.1%
SCHD vs RVTY
+623.0%
-63.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.4% |
| 7D | -1.1% | +0.4% | -1.5% | -1.3% |
| 30D | +1.5% | +10.8% | -9.3% | -1.5% |
| 3M | +7.4% | +26.8% | -19.4% | -0.1% |
| 6M | +12.4% | +39.3% | -27.0% | +1.0% |
| YTD | +27.5% | +31.6% | -4.1% | +15.8% |
| 1Y | +30.0% | +47.7% | -17.7% | +13.5% |
| 3Y | +56.5% | +19.9% | +36.6% | +41.0% |
| 5Y | +60.7% | -32.3% | +93.0% | +70.0% |
| 10Y | +237.8% | +138.4% | +99.3% | +118.0% |
| All | +559.1% | +623.0% | -63.9% | +186.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling