+54.9%
SCHD vs SM
-0.9%
+55.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -2.0% | +4.6% | -6.5% | -2.5% |
| 30D | -0.4% | +18.2% | -18.6% | -2.6% |
| 3M | +5.7% | +22.5% | -16.8% | +2.5% |
| 6M | +11.9% | +50.6% | -38.7% | +4.3% |
| YTD | +26.4% | +108.1% | -81.7% | +11.4% |
| 1Y | +27.6% | +46.0% | -18.4% | +18.7% |
| 3Y | +54.9% | +2.9% | +52.1% | +44.7% |
| All | +54.9% | -0.9% | +55.8% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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