+238.6%
SCHD vs EMR
+284.0%
-45.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.6% |
| 7D | -2.0% | -0.4% | -1.5% | -1.8% |
| 30D | -0.4% | -6.8% | +6.4% | +2.3% |
| 3M | +5.7% | +7.5% | -1.7% | +2.0% |
| 6M | +11.9% | +9.9% | +2.0% | +6.2% |
| YTD | +26.4% | +16.0% | +10.5% | +16.4% |
| 1Y | +27.6% | +12.4% | +15.2% | +18.5% |
| 3Y | +54.9% | +60.2% | -5.3% | +19.4% |
| 5Y | +60.9% | +67.9% | -6.9% | +19.3% |
| All | +238.6% | +284.0% | -45.4% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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