+551.1%
SCHD vs SCCO
+1,221.0%
-669.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.2% | +6.9% | +1.3% |
| 7D | -3.1% | -2.7% | -0.4% | -2.6% |
| 30D | -0.8% | -0.2% | -0.6% | -1.1% |
| 3M | +6.2% | +17.8% | -11.6% | +1.4% |
| 6M | +11.8% | +2.3% | +9.6% | +9.2% |
| YTD | +26.0% | +41.6% | -15.6% | +12.5% |
| 1Y | +28.1% | +101.9% | -73.7% | +4.2% |
| 3Y | +54.6% | +186.2% | -131.6% | +10.9% |
| 5Y | +60.3% | +309.7% | -249.4% | +1.0% |
| 10Y | +242.1% | +1,094.2% | -852.1% | +54.5% |
| All | +551.1% | +1,221.0% | -669.9% | +161.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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