+259.6%
SCHD vs SLB
-12.7%
+272.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.2% |
| 7D | +2.7% | +3.5% | -0.8% | +1.9% |
| 30D | +7.1% | +6.5% | +0.6% | +5.4% |
| 3M | +5.7% | -0.2% | +6.0% | +5.4% |
| 6M | +15.6% | -5.7% | +21.3% | +16.2% |
| YTD | +34.9% | +36.8% | -1.9% | +23.0% |
| 1Y | +37.4% | +45.8% | -8.4% | +23.2% |
| 3Y | +74.5% | +3.4% | +71.2% | +67.2% |
| 5Y | +63.7% | +76.1% | -12.5% | +31.0% |
| All | +259.6% | -12.7% | +272.3% | +200.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling