+559.1%
SCHD vs SPG
+277.6%
+281.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.4% |
| 7D | -1.1% | 0.0% | -1.2% | -1.2% |
| 30D | +1.5% | -4.9% | +6.5% | +2.9% |
| 3M | +7.4% | +3.3% | +4.1% | +6.4% |
| 6M | +12.4% | +11.2% | +1.1% | +8.8% |
| YTD | +27.5% | +17.1% | +10.5% | +21.7% |
| 1Y | +30.0% | +21.6% | +8.4% | +22.6% |
| 3Y | +56.5% | +111.9% | -55.4% | +25.8% |
| 5Y | +60.7% | +106.9% | -46.3% | +28.1% |
| 10Y | +237.8% | +62.2% | +175.5% | +192.3% |
| All | +559.1% | +277.6% | +281.5% | +257.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling