+551.1%
SCHD vs EME
+3,494.9%
-2,943.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -3.1% | +0.9% | -4.1% | -3.4% |
| 30D | -0.8% | -8.4% | +7.6% | +1.3% |
| 3M | +6.2% | -3.6% | +9.8% | +5.9% |
| 6M | +11.8% | +3.6% | +8.3% | +8.5% |
| YTD | +26.0% | +22.5% | +3.4% | +15.8% |
| 1Y | +28.1% | +18.2% | +9.9% | +17.4% |
| 3Y | +54.6% | +238.4% | -183.8% | -5.4% |
| 5Y | +60.3% | +550.5% | -490.2% | -24.1% |
| 10Y | +242.1% | +1,295.3% | -1,053.2% | +18.7% |
| All | +551.1% | +3,494.9% | -2,943.8% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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