+238.6%
SCHD vs SYF
+258.4%
-19.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | -2.0% | -4.9% | +3.0% | -0.6% |
| 30D | -0.4% | -4.3% | +3.9% | +0.8% |
| 3M | +5.7% | +5.5% | +0.2% | +3.7% |
| 6M | +11.9% | +17.5% | -5.6% | +6.0% |
| YTD | +26.4% | -7.8% | +34.2% | +27.8% |
| 1Y | +27.6% | +1.6% | +26.0% | +25.0% |
| 3Y | +54.9% | +154.8% | -99.9% | +11.3% |
| 5Y | +60.9% | +79.5% | -18.5% | +24.5% |
| All | +238.6% | +258.4% | -19.7% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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