+30.3%
SCHD vs STM
+107.3%
-77.0%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.8% |
| 7D | -0.3% | +5.8% | -6.1% | -0.4% |
| 30D | +3.4% | -1.0% | +4.5% | +3.4% |
| 3M | +7.6% | -33.3% | +40.9% | +9.2% |
| 6M | +12.2% | +57.4% | -45.2% | +6.7% |
| YTD | +29.0% | +102.2% | -73.2% | +20.1% |
| 1Y | +30.3% | +99.6% | -69.3% | +20.6% |
| All | +30.3% | +107.3% | -77.0% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 1y: compounded portfolio wealth divided by compounded STM 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…
1y analysis · Full analysis span regression · 6 months rolling