+60.3%
SCHD vs EIX
+22.7%
+37.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | -3.1% | +0.8% | -3.9% | -3.3% |
| 30D | -0.8% | -18.8% | +18.0% | +2.8% |
| 3M | +6.2% | -19.7% | +25.9% | +10.2% |
| 6M | +11.8% | -18.2% | +30.1% | +15.2% |
| YTD | +26.0% | -1.7% | +27.7% | +22.7% |
| 1Y | +28.1% | +7.8% | +20.4% | +21.2% |
| 3Y | +54.6% | -5.6% | +60.2% | +48.4% |
| 5Y | +60.3% | +23.7% | +36.7% | +39.0% |
| All | +60.3% | +22.7% | +37.6% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling