+212.0%
SCHD vs SNAP
-76.3%
+288.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | +0.2% |
| 7D | -2.0% | +3.8% | -5.8% | -2.2% |
| 30D | -0.4% | +9.2% | -9.6% | -1.0% |
| 3M | +5.7% | +6.6% | -0.8% | +5.0% |
| 6M | +11.9% | +16.9% | -5.0% | +10.1% |
| YTD | +26.4% | -29.6% | +56.1% | +28.2% |
| 1Y | +27.6% | -22.1% | +49.7% | +28.3% |
| 3Y | +54.9% | -39.8% | +94.8% | +54.1% |
| 5Y | +60.9% | -92.4% | +153.3% | +72.9% |
| All | +212.0% | -76.3% | +288.3% | +178.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded SNAP 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling