+58.9%
SCHD vs SWKS
-20.0%
+78.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -1.3% |
| 7D | -0.3% | +12.5% | -12.8% | -2.1% |
| 30D | +3.4% | +10.5% | -7.0% | +1.8% |
| 3M | +7.6% | -7.4% | +15.0% | +8.6% |
| 6M | +12.2% | +32.7% | -20.5% | +5.5% |
| YTD | +29.0% | +19.2% | +9.8% | +23.4% |
| 1Y | +30.3% | +2.4% | +27.9% | +27.6% |
| All | +58.9% | -20.0% | +78.9% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling