+54.8%
SCHD vs SNAP
-44.0%
+98.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.8% |
| 7D | -2.6% | -5.0% | +2.4% | -2.3% |
| 30D | -0.3% | -0.7% | +0.5% | -0.3% |
| 3M | +6.1% | -5.0% | +11.1% | +6.1% |
| 6M | +11.7% | +3.5% | +8.2% | +10.8% |
| YTD | +26.3% | -34.2% | +60.5% | +28.9% |
| 1Y | +28.8% | -27.1% | +55.8% | +30.0% |
| All | +54.8% | -44.0% | +98.8% | +43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling