+715.5%
SPY vs SCHD
+558.6%
+156.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.5% |
| 7D | +0.5% | -1.1% | +1.7% | +1.7% |
| 30D | -0.9% | +1.5% | -2.4% | -2.4% |
| 3M | +3.9% | +7.4% | -3.5% | -3.3% |
| 6M | +14.5% | +12.4% | +2.2% | +2.0% |
| YTD | +12.9% | +27.5% | -14.6% | -11.2% |
| 1Y | +19.4% | +30.0% | -10.6% | -8.1% |
| 3Y | +78.5% | +56.5% | +22.0% | +13.7% |
| 5Y | +81.8% | +60.7% | +21.1% | +13.5% |
| 10Y | +311.5% | +237.8% | +73.8% | +18.0% |
| All | +715.5% | +558.6% | +156.9% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHD.
Daily Out/Under-Performance
Portfolio return minus SCHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHD 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 SCHD 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