+60.0%
SCHD vs TPR
+225.0%
-164.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.4% |
| 7D | -2.6% | -7.3% | +4.7% | -1.4% |
| 30D | -0.3% | -30.7% | +30.4% | +5.7% |
| 3M | +6.1% | -21.6% | +27.7% | +9.9% |
| 6M | +11.7% | -21.3% | +33.0% | +15.2% |
| YTD | +26.3% | -10.2% | +36.5% | +26.8% |
| 1Y | +28.8% | +9.5% | +19.2% | +24.0% |
| 3Y | +55.0% | +280.8% | -225.7% | +12.1% |
| 5Y | +60.0% | +218.7% | -158.7% | +16.5% |
| All | +60.0% | +225.0% | -164.9% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 5y: compounded portfolio wealth divided by compounded TPR 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…
5y analysis · Full analysis span regression · 6 months rolling