+551.1%
SCHD vs SSNC
+1,103.3%
-552.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -3.1% | -6.7% | +3.6% | -1.0% |
| 30D | -0.8% | -0.8% | 0.0% | -0.6% |
| 3M | +6.2% | +16.1% | -9.9% | +0.9% |
| 6M | +11.8% | +7.9% | +3.9% | +8.4% |
| YTD | +26.0% | -8.7% | +34.7% | +28.3% |
| 1Y | +28.1% | -9.5% | +37.6% | +30.7% |
| 3Y | +54.6% | +47.7% | +6.9% | +33.6% |
| 5Y | +60.3% | +17.6% | +42.7% | +46.9% |
| 10Y | +242.1% | +167.7% | +74.4% | +145.6% |
| All | +551.1% | +1,103.3% | -552.3% | +188.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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