+566.6%
SCHD vs SW
+1,023.9%
-457.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | -0.3% | -5.1% | +4.8% | 0.0% |
| 30D | +3.4% | -4.6% | +8.0% | +3.7% |
| 3M | +7.6% | +9.4% | -1.8% | +6.9% |
| 6M | +12.2% | +3.5% | +8.6% | +11.6% |
| YTD | +29.0% | +22.0% | +6.9% | +27.0% |
| 1Y | +30.3% | +2.2% | +28.1% | +29.4% |
| 3Y | +56.1% | +19.6% | +36.6% | +53.0% |
| 5Y | +60.4% | -2.3% | +62.8% | +56.6% |
| 10Y | +241.3% | +181.4% | +59.9% | +221.0% |
| All | +566.6% | +1,023.9% | -457.3% | +546.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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