+60.2%
SCHD vs Z
-64.7%
+124.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.0% | -3.6% | 0.0% |
| 7D | -2.0% | -6.0% | +4.1% | -1.4% |
| 30D | -0.4% | -2.3% | +1.9% | -0.3% |
| 3M | +5.7% | -0.6% | +6.3% | +5.5% |
| 6M | +11.9% | -27.6% | +39.5% | +15.0% |
| YTD | +26.4% | -52.4% | +78.8% | +35.4% |
| 1Y | +27.6% | -63.6% | +91.2% | +40.5% |
| 3Y | +54.9% | -36.4% | +91.3% | +57.3% |
| All | +60.2% | -64.7% | +124.8% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 5y: compounded portfolio wealth divided by compounded Z 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…
5y analysis · Full analysis span regression · 6 months rolling