+7.4%
SCHD vs SMR
+2.6%
+4.8%
-2.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +15.3% | -16.4% | -0.5% |
| 7D | -1.1% | +21.4% | -22.5% | -0.4% |
| 30D | +1.5% | +13.8% | -12.3% | +2.0% |
| 3M | +7.4% | +3.9% | +3.5% | +8.4% |
| All | +7.4% | +2.6% | +4.8% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 3mo: compounded portfolio wealth divided by compounded SMR 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…
3mo analysis · Full analysis span regression · Available span rolling