+566.6%
SCHD vs SLB
+23.2%
+543.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -0.3% | +0.8% | -1.1% | -0.6% |
| 30D | +3.4% | +15.8% | -12.4% | -0.5% |
| 3M | +7.6% | -0.3% | +8.0% | +7.1% |
| 6M | +12.2% | +21.3% | -9.2% | +5.8% |
| YTD | +29.0% | +52.3% | -23.3% | +14.4% |
| 1Y | +30.3% | +63.6% | -33.3% | +13.2% |
| 3Y | +56.1% | +3.8% | +52.4% | +49.4% |
| 5Y | +60.4% | +128.6% | -68.2% | +18.7% |
| 10Y | +241.3% | -3.1% | +244.3% | +187.6% |
| All | +566.6% | +23.2% | +543.4% | +394.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling