+553.0%
SCHD vs ENB
+206.9%
+346.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.7% |
| 7D | -2.6% | -0.3% | -2.3% | -2.5% |
| 30D | -0.3% | -1.1% | +0.8% | 0.0% |
| 3M | +6.1% | -8.5% | +14.5% | +9.3% |
| 6M | +11.7% | -4.5% | +16.3% | +13.3% |
| YTD | +26.3% | +9.1% | +17.2% | +21.8% |
| 1Y | +28.8% | +8.0% | +20.8% | +24.5% |
| 3Y | +55.0% | +77.8% | -22.8% | +24.3% |
| 5Y | +60.0% | +69.4% | -9.3% | +30.0% |
| 10Y | +243.1% | +100.5% | +142.7% | +151.4% |
| All | +553.0% | +206.9% | +346.1% | +289.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling