+597.4%
SCHD vs SAP
+424.8%
+172.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.4% |
| 7D | +2.7% | +0.6% | +2.1% | +2.5% |
| 30D | +7.1% | +6.5% | +0.6% | +5.1% |
| 3M | +5.7% | +12.2% | -6.5% | +2.0% |
| 6M | +15.6% | +46.1% | -30.5% | +2.0% |
| YTD | +34.9% | -1.6% | +36.5% | +32.9% |
| 1Y | +37.4% | -5.1% | +42.5% | +36.9% |
| 3Y | +74.5% | +68.4% | +6.2% | +38.9% |
| 5Y | +63.7% | +79.4% | -15.8% | +24.4% |
| 10Y | +259.1% | +230.5% | +28.6% | +109.6% |
| All | +597.4% | +424.8% | +172.6% | +234.9% |
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