+553.0%
SCHD vs EOG
+379.0%
+174.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.1% | -1.2% |
| 7D | -2.6% | -1.3% | -1.3% | -2.3% |
| 30D | -0.3% | +3.4% | -3.7% | -1.1% |
| 3M | +6.1% | +7.8% | -1.8% | +3.9% |
| 6M | +11.7% | +13.4% | -1.6% | +7.9% |
| YTD | +26.3% | +43.5% | -17.2% | +15.4% |
| 1Y | +28.8% | +29.7% | -0.9% | +20.2% |
| 3Y | +55.0% | +23.2% | +31.9% | +44.9% |
| 5Y | +60.0% | +176.4% | -116.4% | +20.7% |
| 10Y | +243.1% | +119.1% | +124.0% | +144.6% |
| All | +553.0% | +379.0% | +174.0% | +258.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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