+597.4%
SCHD vs STT
+585.1%
+12.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.6% |
| 7D | +2.7% | +4.8% | -2.1% | +1.0% |
| 30D | +7.1% | +3.9% | +3.2% | +5.6% |
| 3M | +5.7% | -8.2% | +13.9% | +8.7% |
| 6M | +15.6% | +15.6% | 0.0% | +9.1% |
| YTD | +34.9% | +37.6% | -2.7% | +19.0% |
| 1Y | +37.4% | +50.1% | -12.8% | +17.4% |
| 3Y | +74.5% | +183.1% | -108.5% | +17.1% |
| 5Y | +63.7% | +104.8% | -41.2% | +19.1% |
| 10Y | +259.1% | +201.9% | +57.2% | +109.7% |
| All | +597.4% | +585.1% | +12.3% | +201.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling