+60.2%
SCHD vs EL
-69.0%
+129.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | -2.0% | -6.5% | +4.5% | -0.9% |
| 30D | -0.4% | +11.1% | -11.6% | -2.3% |
| 3M | +5.7% | +10.7% | -5.0% | +3.7% |
| 6M | +11.9% | +6.9% | +5.0% | +9.8% |
| YTD | +26.4% | -6.3% | +32.7% | +25.9% |
| 1Y | +27.6% | +13.5% | +14.1% | +22.3% |
| 3Y | +54.9% | -33.1% | +88.0% | +58.1% |
| All | +60.2% | -69.0% | +129.2% | +96.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling