+559.1%
SCHD vs SM
-41.9%
+601.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.6% | -4.7% | -1.4% |
| 7D | -1.1% | -0.2% | -1.0% | -1.1% |
| 30D | +1.5% | +31.5% | -30.0% | -1.0% |
| 3M | +7.4% | +17.3% | -9.9% | +5.6% |
| 6M | +12.4% | +48.5% | -36.2% | +7.8% |
| YTD | +27.5% | +106.3% | -78.7% | +18.6% |
| 1Y | +30.0% | +47.3% | -17.3% | +24.2% |
| 3Y | +56.5% | -1.4% | +57.9% | +52.5% |
| 5Y | +60.7% | +114.0% | -53.4% | +43.8% |
| 10Y | +237.8% | +12.5% | +225.3% | +163.4% |
| All | +559.1% | -41.9% | +601.1% | +433.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling