+551.1%
SCHD vs SONY
+547.3%
+3.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -3.1% | -5.8% | +2.7% | -1.8% |
| 30D | -0.8% | -0.4% | -0.4% | -0.8% |
| 3M | +6.2% | +13.3% | -7.1% | +3.1% |
| 6M | +11.8% | +8.5% | +3.3% | +9.2% |
| YTD | +26.0% | -8.1% | +34.1% | +27.5% |
| 1Y | +28.1% | -17.9% | +46.0% | +32.7% |
| 3Y | +54.6% | +41.4% | +13.1% | +39.1% |
| 5Y | +60.3% | +9.3% | +51.0% | +50.7% |
| 10Y | +242.1% | +283.0% | -40.9% | +147.7% |
| All | +551.1% | +547.3% | +3.8% | +326.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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