+559.1%
SCHD vs EL
+159.7%
+399.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.6% |
| 7D | -1.1% | +1.7% | -2.8% | -1.6% |
| 30D | +1.5% | +15.5% | -14.0% | -2.4% |
| 3M | +7.4% | +20.6% | -13.1% | +2.1% |
| 6M | +12.4% | +10.5% | +1.9% | +8.1% |
| YTD | +27.5% | -1.9% | +29.4% | +25.0% |
| 1Y | +30.0% | +16.1% | +13.9% | +21.1% |
| 3Y | +56.5% | -30.2% | +86.7% | +59.0% |
| 5Y | +60.7% | -67.4% | +128.1% | +103.9% |
| 10Y | +237.8% | +31.2% | +206.5% | +162.0% |
| All | +559.1% | +159.7% | +399.4% | +324.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling