+553.0%
SCHD vs SPYM
+715.7%
-162.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.6% |
| 7D | -2.6% | -0.4% | -2.3% | -2.4% |
| 30D | -0.3% | -1.4% | +1.1% | +0.8% |
| 3M | +6.1% | +3.7% | +2.4% | +2.8% |
| 6M | +11.7% | +13.0% | -1.3% | +0.9% |
| YTD | +26.3% | +12.5% | +13.9% | +14.5% |
| 1Y | +28.8% | +18.6% | +10.1% | +11.6% |
| 3Y | +55.0% | +78.0% | -23.0% | -4.5% |
| 5Y | +60.0% | +82.3% | -22.3% | -4.4% |
| 10Y | +243.1% | +322.9% | -79.7% | +4.9% |
| All | +553.0% | +715.7% | -162.7% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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