+566.6%
SCHD vs STT
+663.3%
-96.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -0.3% | +0.5% | -0.8% | -0.5% |
| 30D | +3.4% | +3.9% | -0.4% | +2.0% |
| 3M | +7.6% | +20.0% | -12.3% | +0.6% |
| 6M | +12.2% | +55.3% | -43.2% | -4.7% |
| YTD | +29.0% | +53.3% | -24.4% | +9.8% |
| 1Y | +30.3% | +74.7% | -44.4% | +5.5% |
| 3Y | +56.1% | +205.8% | -149.7% | +2.1% |
| 5Y | +60.4% | +145.0% | -84.6% | +9.4% |
| 10Y | +241.3% | +266.0% | -24.7% | +86.8% |
| All | +566.6% | +663.3% | -96.7% | +177.9% |
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