+287.0%
SCHD vs Z
+17.0%
+269.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.4% | +5.3% | -0.4% |
| 7D | -1.1% | -3.3% | +2.1% | -0.8% |
| 30D | +1.5% | -3.7% | +5.2% | +1.8% |
| 3M | +7.4% | -7.0% | +14.4% | +7.9% |
| 6M | +12.4% | -29.5% | +41.9% | +16.0% |
| YTD | +27.5% | -52.6% | +80.1% | +37.0% |
| 1Y | +30.0% | -64.0% | +94.0% | +43.7% |
| 3Y | +56.5% | -36.4% | +92.9% | +59.0% |
| 5Y | +60.7% | -65.8% | +126.4% | +67.9% |
| 10Y | +237.8% | -5.8% | +243.6% | +185.2% |
| All | +287.0% | +17.0% | +269.9% | +215.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling