+243.1%
SCHD vs SWKS
+34.8%
+208.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.5% | -1.3% |
| 7D | -2.6% | +6.8% | -9.4% | -4.2% |
| 30D | -0.3% | +11.3% | -11.6% | -2.9% |
| 3M | +6.1% | +4.1% | +2.0% | +4.3% |
| 6M | +11.7% | +39.7% | -28.0% | +0.7% |
| YTD | +26.3% | +23.2% | +3.1% | +17.1% |
| 1Y | +28.8% | +5.3% | +23.5% | +23.6% |
| 3Y | +55.0% | -15.1% | +70.2% | +50.5% |
| 5Y | +60.0% | -50.3% | +110.4% | +75.6% |
| 10Y | +243.1% | +42.3% | +200.8% | +165.8% |
| All | +243.1% | +34.8% | +208.4% | +165.8% |
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