+60.3%
SCHD vs STT
+153.4%
-93.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -3.1% | -1.4% | -1.7% | -2.7% |
| 30D | -0.8% | +2.2% | -3.0% | -1.6% |
| 3M | +6.2% | +18.8% | -12.6% | +0.2% |
| 6M | +11.8% | +57.9% | -46.1% | -4.0% |
| YTD | +26.0% | +51.0% | -25.0% | +9.4% |
| 1Y | +28.1% | +77.1% | -49.0% | +5.1% |
| 3Y | +54.6% | +199.8% | -145.3% | +5.1% |
| 5Y | +60.3% | +156.0% | -95.6% | +8.2% |
| All | +60.3% | +153.4% | -93.1% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 5y: compounded portfolio wealth divided by compounded STT 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…
5y analysis · Full analysis span regression · 6 months rolling