+566.6%
SCHD vs SO
+286.9%
+279.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | -0.3% | -0.2% | -0.1% | -0.2% |
| 30D | +3.4% | -4.6% | +8.0% | +5.4% |
| 3M | +7.6% | -3.0% | +10.7% | +8.8% |
| 6M | +12.2% | -8.3% | +20.4% | +15.9% |
| YTD | +29.0% | +3.5% | +25.4% | +26.6% |
| 1Y | +30.3% | -0.9% | +31.2% | +30.0% |
| 3Y | +56.1% | +45.4% | +10.8% | +30.9% |
| 5Y | +60.4% | +59.6% | +0.8% | +27.7% |
| 10Y | +241.3% | +156.6% | +84.7% | +123.1% |
| All | +566.6% | +286.9% | +279.7% | +239.1% |
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