+255.9%
SCHD vs SWKS
+31.8%
+224.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +0.8% | -3.1% | +3.9% | +1.5% |
| 30D | +8.4% | +8.3% | +0.1% | +6.3% |
| 3M | +5.6% | +20.2% | -14.6% | 0.0% |
| 6M | +15.1% | +24.9% | -9.8% | +6.5% |
| YTD | +33.8% | +33.2% | +0.7% | +20.6% |
| 1Y | +38.5% | +23.6% | +15.0% | +27.2% |
| 3Y | +72.7% | +1.3% | +71.5% | +58.6% |
| 5Y | +63.1% | -40.6% | +103.7% | +69.2% |
| 10Y | +255.9% | +35.3% | +220.7% | +177.0% |
| All | +255.9% | +31.8% | +224.1% | +177.0% |
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