+54.4%
SCHD vs SAP
+53.9%
+0.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | -3.1% | -5.1% | +2.0% | -2.5% |
| 30D | -0.8% | -1.8% | +1.0% | -0.7% |
| 3M | +6.2% | +20.9% | -14.7% | +3.7% |
| 6M | +11.8% | +7.0% | +4.8% | +10.6% |
| YTD | +26.0% | -13.7% | +39.7% | +28.0% |
| 1Y | +28.1% | -19.6% | +47.7% | +31.8% |
| All | +54.4% | +53.9% | +0.5% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 3y: compounded portfolio wealth divided by compounded SAP 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…
3y analysis · Full analysis span regression · 6 months rolling