+306.6%
SCHD vs SYF
+333.7%
-27.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.7% |
| 7D | -1.1% | +2.6% | -3.8% | -1.9% |
| 30D | +1.5% | 0.0% | +1.5% | +1.4% |
| 3M | +7.4% | +11.9% | -4.5% | +3.6% |
| 6M | +12.4% | +18.9% | -6.6% | +6.2% |
| YTD | +27.5% | -4.6% | +32.1% | +27.7% |
| 1Y | +30.0% | +6.4% | +23.6% | +25.8% |
| 3Y | +56.5% | +167.2% | -110.7% | +11.9% |
| 5Y | +60.7% | +92.3% | -31.7% | +22.6% |
| 10Y | +237.8% | +263.2% | -25.4% | +97.4% |
| All | +306.6% | +333.7% | -27.2% | +128.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling