+553.0%
SCHD vs VIG
+515.7%
+37.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.4% |
| 7D | -2.6% | -1.2% | -1.5% | -1.5% |
| 30D | -0.3% | -2.8% | +2.5% | +2.5% |
| 3M | +6.1% | +2.5% | +3.6% | +3.6% |
| 6M | +11.7% | +8.1% | +3.6% | +3.5% |
| YTD | +26.3% | +9.6% | +16.8% | +15.5% |
| 1Y | +28.8% | +14.2% | +14.6% | +13.1% |
| 3Y | +55.0% | +56.1% | -1.1% | +0.3% |
| 5Y | +60.0% | +62.8% | -2.8% | -1.0% |
| 10Y | +243.1% | +248.2% | -5.1% | +2.9% |
| All | +553.0% | +515.7% | +37.3% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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