+41.8%
SCHD vs SITM
+47.5%
-5.8%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -9.4% | +11.2% | +1.8% |
| 7D | +3.2% | -19.5% | +22.7% | +3.0% |
| 30D | +10.7% | -43.2% | +53.9% | +10.4% |
| 3M | +7.8% | -30.8% | +38.7% | +7.5% |
| 6M | +16.7% | -28.6% | +45.3% | +16.0% |
| YTD | +35.3% | +14.2% | +21.1% | +33.0% |
| 1Y | +41.8% | +44.4% | -2.6% | +39.0% |
| All | +41.8% | +47.5% | -5.8% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling