+559.1%
SCHD vs EIX
+169.0%
+390.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.5% | -5.6% | -2.4% |
| 7D | -1.1% | +0.9% | -2.1% | -1.5% |
| 30D | +1.5% | -13.5% | +15.0% | +4.2% |
| 3M | +7.4% | -15.3% | +22.7% | +10.7% |
| 6M | +12.4% | -15.3% | +27.7% | +15.6% |
| YTD | +27.5% | +2.7% | +24.8% | +23.1% |
| 1Y | +30.0% | +17.4% | +12.6% | +20.1% |
| 3Y | +56.5% | -1.3% | +57.8% | +49.5% |
| 5Y | +60.7% | +27.2% | +33.5% | +39.5% |
| 10Y | +237.8% | +22.7% | +215.0% | +182.1% |
| All | +559.1% | +169.0% | +390.1% | +277.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling