+559.1%
SCHD vs TAP
+39.4%
+519.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | +0.1% |
| 7D | -1.1% | -2.3% | +1.2% | -0.5% |
| 30D | +1.5% | -9.4% | +10.9% | +4.5% |
| 3M | +7.4% | -0.8% | +8.2% | +7.3% |
| 6M | +12.4% | -14.7% | +27.1% | +17.3% |
| YTD | +27.5% | -13.9% | +41.5% | +32.3% |
| 1Y | +30.0% | -18.6% | +48.6% | +36.9% |
| 3Y | +56.5% | -32.0% | +88.5% | +71.9% |
| 5Y | +60.7% | -1.0% | +61.7% | +53.2% |
| 10Y | +237.8% | -51.4% | +289.1% | +265.3% |
| All | +559.1% | +39.4% | +519.8% | +376.5% |
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