+54.8%
SCHD vs SPGI
+16.0%
+38.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.6% | -0.4% |
| 7D | -2.6% | -3.1% | +0.5% | -2.0% |
| 30D | -0.3% | +2.0% | -2.3% | -0.8% |
| 3M | +6.1% | +4.3% | +1.8% | +4.7% |
| 6M | +11.7% | -0.2% | +11.9% | +11.3% |
| YTD | +26.3% | -14.8% | +41.1% | +31.2% |
| 1Y | +28.8% | -18.5% | +47.3% | +35.9% |
| All | +54.8% | +16.0% | +38.9% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling