+559.1%
SCHD vs SPY
+717.1%
-157.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.7% |
| 7D | -1.1% | +0.5% | -1.7% | -1.6% |
| 30D | +1.5% | -0.9% | +2.4% | +2.3% |
| 3M | +7.4% | +3.9% | +3.5% | +3.9% |
| 6M | +12.4% | +14.5% | -2.2% | 0.0% |
| YTD | +27.5% | +12.9% | +14.6% | +14.7% |
| 1Y | +30.0% | +19.4% | +10.6% | +11.4% |
| 3Y | +56.5% | +78.5% | -22.0% | -6.0% |
| 5Y | +60.7% | +81.8% | -21.1% | -6.1% |
| 10Y | +237.8% | +311.5% | -73.8% | -4.4% |
| All | +559.1% | +717.1% | -157.9% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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