+238.6%
SCHD vs EEM
+133.3%
+105.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.2% |
| 7D | -2.0% | -1.3% | -0.7% | -1.4% |
| 30D | -0.4% | +2.1% | -2.5% | -1.5% |
| 3M | +5.7% | +1.0% | +4.7% | +4.3% |
| 6M | +11.9% | +15.9% | -4.0% | +1.6% |
| YTD | +26.4% | +24.6% | +1.8% | +10.0% |
| 1Y | +27.6% | +32.3% | -4.7% | +7.2% |
| 3Y | +54.9% | +85.9% | -31.0% | +6.1% |
| 5Y | +60.9% | +45.4% | +15.6% | +25.8% |
| All | +238.6% | +133.3% | +105.4% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 10y: compounded portfolio wealth divided by compounded EEM 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…
10y analysis · Full analysis span regression · 6 months rolling