+237.3%
SCHD vs RY
+377.5%
-140.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -3.1% | -2.9% | -0.2% | -1.4% |
| 30D | -0.8% | -2.0% | +1.2% | +0.3% |
| 3M | +6.2% | +4.9% | +1.3% | +2.8% |
| 6M | +11.8% | +26.1% | -14.3% | -3.4% |
| YTD | +26.0% | +22.4% | +3.6% | +10.6% |
| 1Y | +28.1% | +44.7% | -16.6% | +1.4% |
| 3Y | +54.6% | +155.7% | -101.1% | -15.7% |
| 5Y | +60.3% | +137.7% | -77.4% | -9.4% |
| All | +237.3% | +377.5% | -140.1% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling