+238.6%
SCHD vs USFR
+28.1%
+210.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | -0.4% | +0.4% | -0.8% | -0.5% |
| 3M | +5.7% | +1.0% | +4.7% | +5.4% |
| 6M | +11.9% | +2.0% | +9.9% | +11.2% |
| YTD | +26.4% | +2.8% | +23.7% | +25.3% |
| 1Y | +27.6% | +4.1% | +23.5% | +25.9% |
| 3Y | +54.9% | +14.1% | +40.8% | +49.1% |
| 5Y | +60.9% | +20.6% | +40.4% | +51.6% |
| All | +238.6% | +28.1% | +210.5% | +213.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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