+238.6%
SCHD vs SLV
+224.3%
+14.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.3% |
| 7D | -2.0% | -2.8% | +0.9% | -1.7% |
| 30D | -0.4% | -1.6% | +1.2% | -0.3% |
| 3M | +5.7% | -4.4% | +10.2% | +6.0% |
| 6M | +11.9% | -25.4% | +37.3% | +14.3% |
| YTD | +26.4% | -9.8% | +36.2% | +24.2% |
| 1Y | +27.6% | +53.8% | -26.2% | +16.9% |
| 3Y | +54.9% | +174.7% | -119.7% | +30.1% |
| 5Y | +60.9% | +164.3% | -103.4% | +34.2% |
| All | +238.6% | +224.3% | +14.3% | +161.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 SLV 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