+60.3%
SCHD vs SM
+108.0%
-47.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -3.1% | +2.1% | -5.2% | -3.4% |
| 30D | -0.8% | +18.1% | -18.9% | -3.0% |
| 3M | +6.2% | +17.0% | -10.8% | +3.6% |
| 6M | +11.8% | +55.4% | -43.6% | +4.3% |
| YTD | +26.0% | +108.6% | -82.6% | +12.4% |
| 1Y | +28.1% | +45.7% | -17.5% | +19.8% |
| 3Y | +54.6% | -0.3% | +54.9% | +47.6% |
| 5Y | +60.3% | +113.0% | -52.7% | +35.2% |
| All | +60.3% | +108.0% | -47.7% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling