+74.0%
SCHD vs SLB
+3.3%
+70.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.1% |
| 7D | -0.5% | -1.2% | +0.6% | -0.3% |
| 30D | +8.3% | +4.5% | +3.8% | +7.1% |
| 3M | +5.9% | -4.6% | +10.5% | +6.6% |
| 6M | +15.3% | -6.3% | +21.5% | +16.1% |
| YTD | +34.5% | +35.0% | -0.4% | +22.0% |
| 1Y | +37.2% | +38.8% | -1.6% | +23.3% |
| All | +74.0% | +3.3% | +70.8% | +64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling