+588.3%
SCHD vs SWKS
+406.9%
+181.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.2% |
| 7D | -0.7% | -2.7% | +2.1% | -0.2% |
| 30D | +7.9% | +8.5% | -0.6% | +6.1% |
| 3M | +6.0% | +17.3% | -11.3% | +1.7% |
| 6M | +14.5% | +25.1% | -10.6% | +7.2% |
| YTD | +33.2% | +33.3% | -0.2% | +22.0% |
| 1Y | +38.1% | +22.9% | +15.2% | +28.6% |
| 3Y | +73.5% | +5.5% | +68.0% | +60.5% |
| 5Y | +62.5% | -41.9% | +104.4% | +67.4% |
| 10Y | +253.7% | +32.4% | +221.3% | +194.8% |
| All | +588.3% | +406.9% | +181.4% | +351.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling