+60.8%
SCHD vs VSXY
+33.4%
+27.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | -0.1% |
| 7D | -3.1% | -0.3% | -2.8% | -3.1% |
| 30D | -0.8% | -22.1% | +21.2% | +0.9% |
| 3M | +6.2% | -1.1% | +7.3% | +6.0% |
| 6M | +11.8% | +53.8% | -42.0% | +6.5% |
| YTD | +26.0% | +35.5% | -9.5% | +20.9% |
| 1Y | +28.1% | +186.0% | -157.9% | +14.3% |
| 3Y | +54.6% | +343.2% | -288.6% | +25.6% |
| 5Y | +60.3% | +19.0% | +41.3% | +44.7% |
| All | +60.8% | +33.4% | +27.4% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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