+238.6%
SCHD vs EL
+26.1%
+212.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | -2.0% | -6.5% | +4.5% | -0.5% |
| 30D | -0.4% | +11.1% | -11.6% | -3.2% |
| 3M | +5.7% | +10.7% | -5.0% | +2.7% |
| 6M | +11.9% | +6.9% | +5.0% | +8.7% |
| YTD | +26.4% | -6.3% | +32.7% | +25.5% |
| 1Y | +27.6% | +13.5% | +14.1% | +19.8% |
| 3Y | +54.9% | -33.1% | +88.0% | +59.6% |
| 5Y | +60.9% | -68.8% | +129.7% | +109.4% |
| All | +238.6% | +26.1% | +212.5% | +184.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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