+524.6%
SCHV vs SPY
+821.5%
-296.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | +0.1% |
| 7D | 0.0% | -0.4% | +0.4% | +0.3% |
| 30D | -0.9% | -1.4% | +0.4% | +0.3% |
| 3M | +2.6% | +3.7% | -1.1% | -0.8% |
| 6M | +11.7% | +13.0% | -1.3% | -0.1% |
| YTD | +17.7% | +12.4% | +5.3% | +5.7% |
| 1Y | +22.9% | +18.5% | +4.4% | +5.1% |
| 3Y | +65.1% | +77.6% | -12.5% | -3.9% |
| 5Y | +66.2% | +81.7% | -15.5% | -6.3% |
| 10Y | +196.9% | +319.7% | -122.7% | -25.2% |
| All | +524.6% | +821.5% | -296.9% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1990-01-01 to 2026-09-09: compounded portfolio wealth divided by compounded SPY 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling