+597.4%
SCHD vs SO
+311.0%
+286.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | 0.0% |
| 7D | +2.7% | +1.4% | +1.3% | +2.1% |
| 30D | +7.1% | +4.7% | +2.4% | +5.1% |
| 3M | +5.7% | +1.7% | +4.1% | +4.9% |
| 6M | +15.6% | +2.2% | +13.4% | +14.3% |
| YTD | +34.9% | +10.0% | +25.0% | +29.1% |
| 1Y | +37.4% | +6.0% | +31.3% | +33.3% |
| 3Y | +74.5% | +54.1% | +20.4% | +42.9% |
| 5Y | +63.7% | +79.6% | -16.0% | +23.9% |
| 10Y | +259.1% | +195.5% | +63.6% | +122.4% |
| All | +597.4% | +311.0% | +286.4% | +245.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling