+129.3%
SCHD vs SITM
+4,532.8%
-4,403.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.5% |
| 7D | -3.1% | +4.8% | -7.9% | -3.5% |
| 30D | -0.8% | -9.7% | +8.9% | -0.2% |
| 3M | +6.2% | -9.3% | +15.5% | +5.9% |
| 6M | +11.8% | +69.5% | -57.7% | +4.7% |
| YTD | +26.0% | +70.5% | -44.6% | +17.3% |
| 1Y | +28.1% | +145.3% | -117.1% | +14.5% |
| 3Y | +54.6% | +432.8% | -378.2% | +22.3% |
| 5Y | +60.3% | +174.0% | -113.7% | +27.1% |
| All | +129.3% | +4,532.8% | -4,403.6% | +26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling