+238.6%
SCHD vs EQIX
+246.8%
-8.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | 0.0% |
| 7D | -2.0% | +0.2% | -2.1% | -2.0% |
| 30D | -0.4% | -2.5% | +2.1% | +0.2% |
| 3M | +5.7% | 0.0% | +5.8% | +5.4% |
| 6M | +11.9% | +7.6% | +4.2% | +9.1% |
| YTD | +26.4% | +37.5% | -11.1% | +14.6% |
| 1Y | +27.6% | +32.9% | -5.3% | +16.6% |
| 3Y | +54.9% | +42.8% | +12.2% | +36.1% |
| 5Y | +60.9% | +35.8% | +25.1% | +40.5% |
| All | +238.6% | +246.8% | -8.1% | +124.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 10y: compounded portfolio wealth divided by compounded EQIX 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…
10y analysis · Full analysis span regression · 6 months rolling