+559.1%
SCHD vs STM
+934.7%
-375.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -1.1% | +5.2% | -6.4% | -2.1% |
| 30D | +1.5% | -7.4% | +8.9% | +2.8% |
| 3M | +7.4% | -30.6% | +38.1% | +13.2% |
| 6M | +12.4% | +66.4% | -54.0% | -1.5% |
| YTD | +27.5% | +101.1% | -73.6% | +7.0% |
| 1Y | +30.0% | +97.4% | -67.4% | +8.8% |
| 3Y | +56.5% | +21.1% | +35.4% | +39.4% |
| 5Y | +60.7% | +22.5% | +38.2% | +38.6% |
| 10Y | +237.8% | +657.6% | -419.8% | +98.1% |
| All | +559.1% | +934.7% | -375.5% | +246.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling