+60.3%
SCHD vs S
-70.4%
+130.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.4% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | -0.8% | -11.8% | +11.0% | -0.1% |
| 3M | +6.2% | +33.9% | -27.7% | +3.9% |
| 6M | +11.8% | +40.1% | -28.3% | +8.7% |
| YTD | +26.0% | +32.1% | -6.1% | +22.8% |
| 1Y | +28.1% | +11.0% | +17.1% | +26.2% |
| 3Y | +54.6% | +16.9% | +37.6% | +49.3% |
| 5Y | +60.3% | -68.9% | +129.2% | +59.5% |
| All | +60.3% | -70.4% | +130.8% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 5y: compounded portfolio wealth divided by compounded S 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…
5y analysis · Full analysis span regression · 6 months rolling