+238.6%
SCHD vs SPG
+64.5%
+174.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -2.0% | -1.2% | -0.8% | -1.7% |
| 30D | -0.4% | -6.1% | +5.7% | +1.2% |
| 3M | +5.7% | -3.6% | +9.4% | +6.7% |
| 6M | +11.9% | +10.4% | +1.5% | +8.8% |
| YTD | +26.4% | +14.4% | +12.1% | +21.7% |
| 1Y | +27.6% | +16.5% | +11.1% | +22.2% |
| 3Y | +54.9% | +106.8% | -51.9% | +27.2% |
| 5Y | +60.9% | +108.9% | -48.0% | +30.1% |
| All | +238.6% | +64.5% | +174.2% | +186.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling