+559.1%
SCHD vs SAN
+288.3%
+270.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -1.0% |
| 7D | -1.1% | +3.3% | -4.5% | -2.0% |
| 30D | +1.5% | +1.1% | +0.4% | +1.2% |
| 3M | +7.4% | +22.2% | -14.8% | +1.7% |
| 6M | +12.4% | +36.0% | -23.7% | +2.9% |
| YTD | +27.5% | +28.2% | -0.7% | +18.0% |
| 1Y | +30.0% | +54.1% | -24.1% | +14.3% |
| 3Y | +56.5% | +354.2% | -297.7% | +0.7% |
| 5Y | +60.7% | +387.3% | -326.6% | -1.7% |
| 10Y | +237.8% | +334.8% | -97.1% | +98.4% |
| All | +559.1% | +288.3% | +270.8% | +285.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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