+120.8%
SCHD vs SNOW
+35.3%
+85.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.9% |
| 7D | -2.6% | +8.4% | -11.0% | -3.1% |
| 30D | -0.3% | -1.0% | +0.7% | -0.3% |
| 3M | +6.1% | +38.3% | -32.2% | +4.0% |
| 6M | +11.7% | +81.3% | -69.6% | +7.2% |
| YTD | +26.3% | +51.1% | -24.8% | +22.4% |
| 1Y | +28.8% | +47.0% | -18.2% | +24.7% |
| 3Y | +55.0% | +99.7% | -44.7% | +44.5% |
| 5Y | +60.0% | +3.6% | +56.4% | +48.6% |
| All | +120.8% | +35.3% | +85.5% | +103.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 SNOW 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