+553.6%
SCHD vs SPYG
+920.5%
-366.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.1% |
| 7D | -2.0% | -0.9% | -1.1% | -1.4% |
| 30D | -0.4% | -1.5% | +1.1% | +0.5% |
| 3M | +5.7% | +3.7% | +2.0% | +2.8% |
| 6M | +11.9% | +16.4% | -4.5% | +0.5% |
| YTD | +26.4% | +13.3% | +13.1% | +15.3% |
| 1Y | +27.6% | +17.9% | +9.7% | +13.0% |
| 3Y | +54.9% | +98.3% | -43.4% | -6.8% |
| 5Y | +60.9% | +86.4% | -25.5% | -1.1% |
| 10Y | +243.4% | +421.9% | -178.5% | -10.8% |
| All | +553.6% | +920.5% | -366.9% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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