+257.7%
SCHD vs SWKS
+49.5%
+208.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -3.0% | -0.9% |
| 7D | +1.4% | +10.9% | -9.4% | -1.0% |
| 30D | +7.7% | +17.6% | -9.9% | +3.6% |
| 3M | +5.7% | +29.2% | -23.5% | -1.6% |
| 6M | +14.9% | +37.0% | -22.0% | +4.1% |
| YTD | +34.2% | +44.9% | -10.7% | +18.6% |
| 1Y | +36.8% | +33.8% | +3.0% | +23.2% |
| 3Y | +73.2% | +10.2% | +63.0% | +55.8% |
| 5Y | +62.8% | -37.0% | +99.8% | +66.9% |
| All | +257.7% | +49.5% | +208.2% | +172.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 10y: compounded portfolio wealth divided by compounded SWKS 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…
10y analysis · Full analysis span regression · 6 months rolling