+553.0%
SCHD vs SMTC
+609.4%
-56.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | -2.6% | +22.5% | -25.1% | -5.5% |
| 30D | -0.3% | +24.9% | -25.2% | -4.0% |
| 3M | +6.1% | +4.1% | +2.0% | +3.5% |
| 6M | +11.7% | +92.6% | -80.8% | -2.1% |
| YTD | +26.3% | +122.5% | -96.1% | +7.7% |
| 1Y | +28.8% | +166.2% | -137.5% | +5.7% |
| 3Y | +55.0% | +577.2% | -522.1% | -4.8% |
| 5Y | +60.0% | +119.0% | -58.9% | +20.9% |
| 10Y | +243.1% | +527.9% | -284.7% | +90.6% |
| All | +553.0% | +609.4% | -56.4% | +221.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling