+60.3%
SCHD vs SFM
+212.1%
-151.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | -0.2% |
| 7D | -3.1% | -8.8% | +5.7% | -2.3% |
| 30D | -0.8% | -14.5% | +13.6% | +0.5% |
| 3M | +6.2% | -16.8% | +23.0% | +7.8% |
| 6M | +11.8% | -5.3% | +17.2% | +11.7% |
| YTD | +26.0% | -9.4% | +35.3% | +26.2% |
| 1Y | +28.1% | -46.2% | +74.3% | +35.5% |
| 3Y | +54.6% | +81.3% | -26.7% | +37.5% |
| 5Y | +60.3% | +211.9% | -151.6% | +32.6% |
| All | +60.3% | +212.1% | -151.8% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 5y: compounded portfolio wealth divided by compounded SFM 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…
5y analysis · Full analysis span regression · 6 months rolling