+559.1%
SCHD vs SLV
+98.2%
+461.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -1.1% |
| 7D | -1.1% | +2.5% | -3.7% | -1.4% |
| 30D | +1.5% | +3.3% | -1.7% | +1.2% |
| 3M | +7.4% | -3.6% | +11.0% | +7.6% |
| 6M | +12.4% | -21.8% | +34.2% | +14.3% |
| YTD | +27.5% | -7.8% | +35.4% | +25.5% |
| 1Y | +30.0% | +58.3% | -28.3% | +20.1% |
| 3Y | +56.5% | +182.6% | -126.1% | +34.2% |
| 5Y | +60.7% | +167.8% | -107.1% | +37.4% |
| 10Y | +237.8% | +218.9% | +18.9% | +176.1% |
| All | +559.1% | +98.2% | +461.0% | +466.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling