+63.6%
SCHD vs SLV
+90.3%
-26.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.7% |
| 7D | +2.7% | -5.8% | +8.5% | +3.1% |
| 30D | +7.1% | -12.1% | +19.3% | +7.9% |
| 3M | +5.7% | -24.1% | +29.9% | +7.4% |
| 6M | +15.6% | -44.4% | +60.0% | +19.7% |
| YTD | +34.9% | -31.5% | +66.4% | +34.1% |
| 1Y | +37.4% | -6.9% | +44.3% | +31.6% |
| 3Y | +74.5% | +116.0% | -41.5% | +46.8% |
| All | +63.6% | +90.3% | -26.7% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling