+559.1%
SCHD vs SAP
+372.5%
+186.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.6% |
| 7D | -1.1% | -0.3% | -0.9% | -1.1% |
| 30D | +1.5% | +2.6% | -1.1% | +0.6% |
| 3M | +7.4% | +16.3% | -8.8% | +2.1% |
| 6M | +12.4% | +6.4% | +6.0% | +8.9% |
| YTD | +27.5% | -11.4% | +38.9% | +29.7% |
| 1Y | +30.0% | -20.4% | +50.4% | +36.7% |
| 3Y | +56.5% | +56.5% | 0.0% | +26.9% |
| 5Y | +60.7% | +56.8% | +3.9% | +27.3% |
| 10Y | +237.8% | +176.2% | +61.6% | +108.4% |
| All | +559.1% | +372.5% | +186.6% | +226.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling