+54.9%
SCHD vs EIX
-7.1%
+62.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.6% |
| 7D | -2.0% | -1.4% | -0.6% | -1.8% |
| 30D | -0.4% | -19.3% | +18.9% | +2.4% |
| 3M | +5.7% | -21.7% | +27.4% | +9.2% |
| 6M | +11.9% | -19.8% | +31.7% | +14.7% |
| YTD | +26.4% | -3.0% | +29.5% | +23.7% |
| 1Y | +27.6% | +5.1% | +22.5% | +22.2% |
| 3Y | +54.9% | -7.0% | +61.9% | +47.6% |
| All | +54.9% | -7.1% | +62.1% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling