+59.0%
SCHD vs SMR
-14.3%
+73.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -15.7% | +16.1% | +0.8% |
| 7D | -2.0% | -11.2% | +9.3% | -1.7% |
| 30D | -0.4% | -10.2% | +9.8% | -0.2% |
| 3M | +5.7% | -10.0% | +15.8% | +5.7% |
| 6M | +11.9% | -30.5% | +42.3% | +12.3% |
| YTD | +26.4% | -39.2% | +65.7% | +27.1% |
| 1Y | +27.6% | -75.5% | +103.1% | +31.0% |
| 3Y | +54.9% | +45.4% | +9.5% | +38.7% |
| All | +59.0% | -14.3% | +73.4% | +50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling