+54.8%
SCHD vs STM
+18.5%
+36.3%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | -2.6% | +1.7% | -4.3% | -2.8% |
| 30D | -0.3% | -5.2% | +4.9% | +0.2% |
| 3M | +6.1% | -29.6% | +35.7% | +9.2% |
| 6M | +11.7% | +54.4% | -42.6% | +2.8% |
| YTD | +26.3% | +99.5% | -73.2% | +11.5% |
| 1Y | +28.8% | +100.8% | -72.0% | +12.9% |
| All | +54.8% | +18.5% | +36.3% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling