+60.2%
SCHD vs SAP
+53.8%
+6.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -2.0% | -4.1% | +2.1% | -1.2% |
| 30D | -0.4% | +1.1% | -1.5% | -0.7% |
| 3M | +5.7% | +26.1% | -20.4% | +0.7% |
| 6M | +11.9% | +9.8% | +2.1% | +9.1% |
| YTD | +26.4% | -13.6% | +40.0% | +29.5% |
| 1Y | +27.6% | -18.7% | +46.3% | +32.5% |
| 3Y | +54.9% | +54.1% | +0.8% | +30.4% |
| All | +60.2% | +53.8% | +6.3% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling