+60.2%
SCHD vs EOSE
-70.0%
+130.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.4% |
| 7D | -2.0% | +1.8% | -3.8% | -2.0% |
| 30D | -0.4% | -6.8% | +6.4% | -0.4% |
| 3M | +5.7% | -36.3% | +42.0% | +6.6% |
| 6M | +11.9% | -38.8% | +50.6% | +12.4% |
| YTD | +26.4% | -65.5% | +92.0% | +28.3% |
| 1Y | +27.6% | -45.3% | +72.9% | +26.8% |
| 3Y | +54.9% | +44.2% | +10.8% | +43.0% |
| All | +60.2% | -70.0% | +130.1% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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