+559.1%
SCHD vs EMB
+75.0%
+484.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | -1.1% | +0.3% | -1.4% | -1.4% |
| 30D | +1.5% | -0.5% | +2.0% | +1.9% |
| 3M | +7.4% | +0.3% | +7.1% | +7.1% |
| 6M | +12.4% | +1.2% | +11.2% | +11.2% |
| YTD | +27.5% | +1.5% | +26.0% | +25.9% |
| 1Y | +30.0% | +4.8% | +25.2% | +25.0% |
| 3Y | +56.5% | +30.4% | +26.1% | +26.0% |
| 5Y | +60.7% | +7.3% | +53.4% | +51.9% |
| 10Y | +237.8% | +29.7% | +208.0% | +177.9% |
| All | +559.1% | +75.0% | +484.1% | +291.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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