+237.3%
SCHD vs ES
+83.3%
+154.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.4% |
| 7D | -3.1% | -3.5% | +0.4% | -1.9% |
| 30D | -0.8% | -3.0% | +2.2% | +0.2% |
| 3M | +6.2% | -0.3% | +6.5% | +6.2% |
| 6M | +11.8% | -5.2% | +17.0% | +13.5% |
| YTD | +26.0% | +4.8% | +21.2% | +23.1% |
| 1Y | +28.1% | +12.7% | +15.4% | +21.0% |
| 3Y | +54.6% | +27.5% | +27.1% | +36.5% |
| 5Y | +60.3% | -4.7% | +65.0% | +57.6% |
| All | +237.3% | +83.3% | +154.0% | +179.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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