+237.3%
SCHD vs SPGI
+291.9%
-54.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.4% |
| 7D | -3.1% | -8.9% | +5.8% | +0.3% |
| 30D | -0.8% | +0.6% | -1.5% | -1.2% |
| 3M | +6.2% | +2.0% | +4.2% | +4.7% |
| 6M | +11.8% | +0.1% | +11.7% | +10.6% |
| YTD | +26.0% | -16.4% | +42.4% | +32.7% |
| 1Y | +28.1% | -18.9% | +47.1% | +36.3% |
| 3Y | +54.6% | +13.8% | +40.8% | +40.5% |
| 5Y | +60.3% | +0.5% | +59.8% | +50.4% |
| All | +237.3% | +291.9% | -54.5% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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