+54.8%
SCHD vs SPG
+106.5%
-51.7%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.1% |
| 7D | -2.6% | -1.7% | -1.0% | -2.1% |
| 30D | -0.3% | -6.3% | +6.0% | +2.0% |
| 3M | +6.1% | -2.4% | +8.5% | +6.9% |
| 6M | +11.7% | +9.6% | +2.1% | +7.7% |
| YTD | +26.3% | +14.2% | +12.1% | +19.7% |
| 1Y | +28.8% | +19.3% | +9.5% | +19.9% |
| All | +54.8% | +106.5% | -51.7% | +14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling