+237.3%
SCHD vs SLB
-4.7%
+242.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.1% |
| 7D | -3.1% | -2.4% | -0.7% | -2.5% |
| 30D | -0.8% | +4.9% | -5.7% | -2.1% |
| 3M | +6.2% | +1.4% | +4.8% | +5.3% |
| 6M | +11.8% | +17.6% | -5.8% | +6.5% |
| YTD | +26.0% | +48.3% | -22.4% | +13.0% |
| 1Y | +28.1% | +58.7% | -30.5% | +12.7% |
| 3Y | +54.6% | +0.6% | +54.0% | +49.2% |
| 5Y | +60.3% | +133.6% | -73.3% | +19.0% |
| All | +237.3% | -4.7% | +242.0% | +173.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SLB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling