+559.1%
SCHD vs EMR
+388.7%
+170.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -1.1% | +3.1% | -4.2% | -2.4% |
| 30D | +1.5% | -3.5% | +5.0% | +2.8% |
| 3M | +7.4% | +9.8% | -2.4% | +2.7% |
| 6M | +12.4% | +10.8% | +1.6% | +6.2% |
| YTD | +27.5% | +15.9% | +11.6% | +17.4% |
| 1Y | +30.0% | +16.4% | +13.6% | +18.9% |
| 3Y | +56.5% | +62.1% | -5.6% | +20.4% |
| 5Y | +60.7% | +62.9% | -2.2% | +21.4% |
| 10Y | +237.8% | +267.8% | -30.0% | +71.2% |
| All | +559.1% | +388.7% | +170.4% | +187.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling