+33.6%
TSLA vs SCHD
+54.6%
-21.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | 0.0% |
| 7D | +3.2% | -2.0% | +5.2% | +5.8% |
| 30D | +11.6% | -0.4% | +12.0% | +12.2% |
| 3M | -8.4% | +5.7% | -14.2% | -15.4% |
| 6M | -10.4% | +11.9% | -22.3% | -23.7% |
| YTD | -18.7% | +26.4% | -45.2% | -42.6% |
| 1Y | -0.9% | +27.6% | -28.5% | -31.2% |
| 3Y | +33.6% | +54.9% | -21.4% | -31.4% |
| All | +33.6% | +54.6% | -21.0% | -31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling