+559.1%
SCHD vs SBAC
+454.1%
+105.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -1.1% | -0.1% | -1.1% | -1.1% |
| 30D | +1.5% | +3.2% | -1.7% | +0.6% |
| 3M | +7.4% | -5.1% | +12.5% | +8.6% |
| 6M | +12.4% | -2.1% | +14.5% | +11.6% |
| YTD | +27.5% | -0.5% | +28.0% | +25.8% |
| 1Y | +30.0% | +1.1% | +28.9% | +27.4% |
| 3Y | +56.5% | -7.4% | +63.9% | +54.2% |
| 5Y | +60.7% | -44.3% | +105.0% | +82.1% |
| 10Y | +237.8% | +77.6% | +160.2% | +161.4% |
| All | +559.1% | +454.1% | +105.0% | +192.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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