+553.0%
SCHD vs TECK
+176.7%
+376.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.3% | -0.6% |
| 7D | -2.6% | +4.9% | -7.5% | -3.3% |
| 30D | -0.3% | +5.2% | -5.5% | -1.0% |
| 3M | +6.1% | +13.8% | -7.7% | +3.8% |
| 6M | +11.7% | +38.5% | -26.8% | +5.9% |
| YTD | +26.3% | +47.3% | -21.0% | +18.4% |
| 1Y | +28.8% | +81.0% | -52.2% | +16.8% |
| 3Y | +55.0% | +79.9% | -24.8% | +38.0% |
| 5Y | +60.0% | +207.9% | -147.8% | +28.8% |
| 10Y | +243.1% | +389.5% | -146.3% | +140.1% |
| All | +553.0% | +176.7% | +376.3% | +370.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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