+183.3%
SCHD vs EQX
+232.0%
-48.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.3% | +0.3% |
| 7D | -2.0% | -3.2% | +1.2% | -1.8% |
| 30D | -0.4% | +7.8% | -8.2% | -0.8% |
| 3M | +5.7% | +21.3% | -15.6% | +4.7% |
| 6M | +11.9% | -22.4% | +34.3% | +12.7% |
| YTD | +26.4% | -11.3% | +37.8% | +26.3% |
| 1Y | +27.6% | +13.5% | +14.1% | +25.8% |
| 3Y | +54.9% | +162.1% | -107.2% | +44.5% |
| 5Y | +60.9% | +84.2% | -23.3% | +48.6% |
| All | +183.3% | +232.0% | -48.7% | +192.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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