+559.1%
SCHD vs SNPS
+1,400.9%
-841.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -1.0% |
| 7D | -1.1% | -5.5% | +4.3% | +0.1% |
| 30D | +1.5% | -5.8% | +7.3% | +2.4% |
| 3M | +7.4% | -17.2% | +24.6% | +11.4% |
| 6M | +12.4% | -10.4% | +22.7% | +13.5% |
| YTD | +27.5% | -16.5% | +44.1% | +30.3% |
| 1Y | +30.0% | -35.6% | +65.6% | +37.0% |
| 3Y | +56.5% | -14.6% | +71.1% | +44.1% |
| 5Y | +60.7% | +16.5% | +44.2% | +27.7% |
| 10Y | +237.8% | +556.6% | -318.8% | +23.1% |
| All | +559.1% | +1,400.9% | -841.8% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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