+60.3%
SCHD vs ENB
+61.9%
-1.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.6% | +1.3% |
| 7D | -3.1% | -4.6% | +1.4% | -1.3% |
| 30D | -0.8% | -5.2% | +4.4% | +1.2% |
| 3M | +6.2% | -13.4% | +19.6% | +12.4% |
| 6M | +11.8% | -7.8% | +19.6% | +15.1% |
| YTD | +26.0% | +4.9% | +21.1% | +22.3% |
| 1Y | +28.1% | +3.2% | +24.9% | +25.2% |
| 3Y | +54.6% | +71.0% | -16.4% | +17.7% |
| 5Y | +60.3% | +64.0% | -3.7% | +23.9% |
| All | +60.3% | +61.9% | -1.6% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 5y: compounded portfolio wealth divided by compounded ENB 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…
5y analysis · Full analysis span regression · 6 months rolling