+553.6%
SCHD vs TROW
+240.9%
+312.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.9% |
| 7D | -2.0% | -3.2% | +1.2% | -0.6% |
| 30D | -0.4% | -4.6% | +4.2% | +1.5% |
| 3M | +5.7% | -0.7% | +6.4% | +5.5% |
| 6M | +11.9% | +22.2% | -10.3% | +2.3% |
| YTD | +26.4% | +6.6% | +19.8% | +21.7% |
| 1Y | +27.6% | +5.8% | +21.8% | +22.9% |
| 3Y | +54.9% | +11.6% | +43.3% | +42.8% |
| 5Y | +60.9% | -38.9% | +99.9% | +86.7% |
| 10Y | +243.4% | +128.5% | +114.9% | +114.6% |
| All | +553.6% | +240.9% | +312.7% | +246.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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