+597.4%
SCHD vs TAP
+46.5%
+550.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | -0.5% |
| 7D | +2.7% | +1.3% | +1.4% | +2.3% |
| 30D | +7.1% | +5.7% | +1.4% | +5.1% |
| 3M | +5.7% | -1.9% | +7.7% | +5.9% |
| 6M | +15.6% | +0.9% | +14.6% | +14.5% |
| YTD | +34.9% | -9.5% | +44.4% | +37.5% |
| 1Y | +37.4% | -9.0% | +46.3% | +39.5% |
| 3Y | +74.5% | -22.2% | +96.8% | +83.5% |
| 5Y | +63.7% | +1.2% | +62.4% | +54.9% |
| 10Y | +259.1% | -46.1% | +305.2% | +276.3% |
| All | +597.4% | +46.5% | +550.9% | +395.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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