+54.8%
SCHD vs ES
+30.3%
+24.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.5% | -0.6% |
| 7D | -2.6% | 0.0% | -2.6% | -2.6% |
| 30D | -0.3% | -1.0% | +0.7% | -0.1% |
| 3M | +6.1% | +1.5% | +4.6% | +5.6% |
| 6M | +11.7% | -3.5% | +15.2% | +12.4% |
| YTD | +26.3% | +7.0% | +19.3% | +23.8% |
| 1Y | +28.8% | +15.3% | +13.4% | +22.9% |
| All | +54.8% | +30.3% | +24.5% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling