+553.6%
SCHD vs DE
+1,187.2%
-633.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -2.0% | -2.6% | +0.6% | -1.1% |
| 30D | -0.4% | +9.0% | -9.4% | -3.5% |
| 3M | +5.7% | +19.1% | -13.4% | -0.9% |
| 6M | +11.9% | +14.4% | -2.5% | +5.8% |
| YTD | +26.4% | +45.9% | -19.5% | +9.1% |
| 1Y | +27.6% | +43.6% | -16.0% | +10.5% |
| 3Y | +54.9% | +75.9% | -20.9% | +22.7% |
| 5Y | +60.9% | +98.8% | -37.8% | +17.9% |
| 10Y | +243.4% | +861.4% | -618.0% | +39.1% |
| All | +553.6% | +1,187.2% | -633.6% | +124.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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