+210.8%
SCHD vs SNAP
-77.0%
+287.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.2% | -0.5% |
| 7D | -3.1% | -3.2% | +0.1% | -2.9% |
| 30D | -0.8% | +0.2% | -1.0% | -0.9% |
| 3M | +6.2% | +2.6% | +3.6% | +5.7% |
| 6M | +11.8% | +12.4% | -0.6% | +10.3% |
| YTD | +26.0% | -31.6% | +57.6% | +27.9% |
| 1Y | +28.1% | -21.7% | +49.8% | +28.7% |
| 3Y | +54.6% | -41.2% | +95.8% | +54.0% |
| 5Y | +60.3% | -92.6% | +152.9% | +72.6% |
| All | +210.8% | -77.0% | +287.8% | +177.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling