+170.1%
SCHD vs ZS
+504.0%
-333.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.1% |
| 7D | -2.6% | -3.8% | +1.2% | -2.4% |
| 30D | -0.3% | -6.0% | +5.7% | 0.0% |
| 3M | +6.1% | +32.0% | -25.9% | +3.8% |
| 6M | +11.7% | +2.1% | +9.6% | +10.3% |
| YTD | +26.3% | -26.2% | +52.5% | +27.5% |
| 1Y | +28.8% | -41.2% | +69.9% | +32.1% |
| 3Y | +55.0% | +3.3% | +51.7% | +50.2% |
| 5Y | +60.0% | -40.7% | +100.8% | +56.1% |
| All | +170.1% | +504.0% | -333.9% | +106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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