+551.1%
SCHD vs SYK
+562.0%
-10.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.5% |
| 7D | -3.1% | -12.3% | +9.2% | +1.9% |
| 30D | -0.8% | -22.4% | +21.6% | +9.4% |
| 3M | +6.2% | -12.3% | +18.5% | +10.8% |
| 6M | +11.8% | -24.3% | +36.1% | +23.3% |
| YTD | +26.0% | -22.8% | +48.7% | +37.4% |
| 1Y | +28.1% | -28.8% | +56.9% | +44.3% |
| 3Y | +54.6% | -4.0% | +58.6% | +50.8% |
| 5Y | +60.3% | +3.8% | +56.5% | +47.4% |
| 10Y | +242.1% | +172.8% | +69.3% | +94.3% |
| All | +551.1% | +562.0% | -10.9% | +131.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 SYK 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