+28.1%
SCHD vs STM
+96.2%
-68.0%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.3% |
| 7D | -3.1% | -1.1% | -2.1% | -3.1% |
| 30D | -0.8% | -7.8% | +7.0% | -0.6% |
| 3M | +6.2% | -28.2% | +34.4% | +7.2% |
| 6M | +11.8% | +52.0% | -40.2% | +6.5% |
| YTD | +26.0% | +96.4% | -70.4% | +17.3% |
| 1Y | +28.1% | +98.8% | -70.7% | +18.8% |
| All | +28.1% | +96.2% | -68.0% | +18.8% |
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