+238.6%
SCHD vs TEVA
-22.9%
+261.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.7% | +0.1% |
| 7D | -2.0% | +2.0% | -4.0% | -2.2% |
| 30D | -0.4% | +1.0% | -1.4% | -0.6% |
| 3M | +5.7% | +7.3% | -1.6% | +4.6% |
| 6M | +11.9% | +21.7% | -9.8% | +8.6% |
| YTD | +26.4% | +18.8% | +7.6% | +23.0% |
| 1Y | +27.6% | +86.5% | -58.9% | +16.5% |
| 3Y | +54.9% | +269.4% | -214.5% | +25.5% |
| 5Y | +60.9% | +303.6% | -242.7% | +25.8% |
| All | +238.6% | -22.9% | +261.6% | +178.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 10y: compounded portfolio wealth divided by compounded TEVA 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…
10y analysis · Full analysis span regression · 6 months rolling