+238.6%
SCHD vs SMTC
+548.2%
-309.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.1% | -4.7% | -0.3% |
| 7D | -2.0% | +13.1% | -15.0% | -3.6% |
| 30D | -0.4% | +19.5% | -19.9% | -3.2% |
| 3M | +5.7% | +2.2% | +3.5% | +3.7% |
| 6M | +11.9% | +94.9% | -83.0% | -1.3% |
| YTD | +26.4% | +127.0% | -100.5% | +8.6% |
| 1Y | +27.6% | +174.6% | -147.0% | +5.5% |
| 3Y | +54.9% | +615.9% | -561.0% | -4.3% |
| 5Y | +60.9% | +125.6% | -64.7% | +24.4% |
| All | +238.6% | +548.2% | -309.6% | +96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling