+551.1%
SCHD vs SCHW
+979.9%
-428.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -3.1% | -2.8% | -0.3% | -2.3% |
| 30D | -0.8% | -0.1% | -0.8% | -0.8% |
| 3M | +6.2% | +20.6% | -14.4% | +0.3% |
| 6M | +11.8% | +15.9% | -4.1% | +6.4% |
| YTD | +26.0% | +8.5% | +17.5% | +21.9% |
| 1Y | +28.1% | +17.8% | +10.3% | +20.8% |
| 3Y | +54.6% | +88.5% | -33.9% | +23.9% |
| 5Y | +60.3% | +60.6% | -0.3% | +29.8% |
| 10Y | +242.1% | +298.0% | -55.9% | +97.8% |
| All | +551.1% | +979.9% | -428.8% | +169.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 SCHW 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