+60.2%
SCHD vs SO
+57.0%
+3.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.6% |
| 7D | -2.0% | -1.1% | -0.9% | -1.6% |
| 30D | -0.4% | -5.0% | +4.6% | +1.3% |
| 3M | +5.7% | -5.8% | +11.5% | +7.8% |
| 6M | +11.9% | -7.9% | +19.8% | +14.8% |
| YTD | +26.4% | +2.4% | +24.0% | +24.9% |
| 1Y | +27.6% | -2.3% | +29.9% | +28.0% |
| 3Y | +54.9% | +41.9% | +13.1% | +33.8% |
| All | +60.2% | +57.0% | +3.1% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 5y: compounded portfolio wealth divided by compounded SO 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…
5y analysis · Full analysis span regression · 6 months rolling