+130.2%
SCHD vs SITM
+4,789.7%
-4,659.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.5% | -5.2% | 0.0% |
| 7D | -2.0% | +3.9% | -5.8% | -2.3% |
| 30D | -0.4% | -6.6% | +6.2% | -0.1% |
| 3M | +5.7% | -11.9% | +17.6% | +5.8% |
| 6M | +11.9% | +81.1% | -69.3% | +4.2% |
| YTD | +26.4% | +80.0% | -53.5% | +17.2% |
| 1Y | +27.6% | +145.8% | -118.2% | +14.1% |
| 3Y | +54.9% | +475.9% | -420.9% | +21.8% |
| 5Y | +60.9% | +189.2% | -128.3% | +27.0% |
| All | +130.2% | +4,789.7% | -4,659.5% | +26.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling