+238.6%
SCHD vs EIX
+19.9%
+218.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.8% |
| 7D | -2.0% | -1.4% | -0.6% | -1.6% |
| 30D | -0.4% | -19.3% | +18.9% | +4.2% |
| 3M | +5.7% | -21.7% | +27.4% | +11.4% |
| 6M | +11.9% | -19.8% | +31.7% | +16.8% |
| YTD | +26.4% | -3.0% | +29.5% | +24.0% |
| 1Y | +27.6% | +5.1% | +22.5% | +21.8% |
| 3Y | +54.9% | -7.0% | +61.9% | +50.3% |
| 5Y | +60.9% | +22.0% | +38.9% | +41.0% |
| All | +238.6% | +19.9% | +218.8% | +182.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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