+283.9%
SCHD vs SPMO
+562.6%
-278.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.7% |
| 7D | -3.1% | +0.1% | -3.2% | -3.2% |
| 30D | -0.8% | -0.7% | -0.1% | -0.6% |
| 3M | +6.2% | +2.8% | +3.4% | +3.0% |
| 6M | +11.8% | +24.4% | -12.6% | -3.7% |
| YTD | +26.0% | +24.2% | +1.8% | +8.4% |
| 1Y | +28.1% | +24.5% | +3.6% | +9.8% |
| 3Y | +54.6% | +155.6% | -101.0% | -18.2% |
| 5Y | +60.3% | +148.2% | -87.9% | -14.2% |
| 10Y | +242.1% | +514.8% | -272.7% | +15.1% |
| All | +283.9% | +562.6% | -278.7% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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