+348.2%
SCHD vs USFR
+27.6%
+320.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | -0.3% | +0.3% | -0.6% | -0.4% |
| 3M | +6.1% | +1.0% | +5.1% | +5.8% |
| 6M | +11.7% | +1.9% | +9.8% | +11.1% |
| YTD | +26.3% | +2.7% | +23.7% | +25.4% |
| 1Y | +28.8% | +4.0% | +24.8% | +27.3% |
| 3Y | +55.0% | +14.0% | +41.0% | +49.5% |
| 5Y | +60.0% | +20.4% | +39.6% | +51.9% |
| 10Y | +243.1% | +28.0% | +215.1% | +220.5% |
| All | +348.2% | +27.6% | +320.6% | +313.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling