+559.1%
SCHD vs ES
+256.4%
+302.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | -1.1% | +1.4% | -2.6% | -1.6% |
| 30D | +1.5% | -1.2% | +2.7% | +1.9% |
| 3M | +7.4% | +5.0% | +2.4% | +5.4% |
| 6M | +12.4% | -2.8% | +15.2% | +13.1% |
| YTD | +27.5% | +8.6% | +18.9% | +23.1% |
| 1Y | +30.0% | +18.9% | +11.1% | +20.4% |
| 3Y | +56.5% | +32.1% | +24.4% | +36.6% |
| 5Y | +60.7% | -5.1% | +65.7% | +58.1% |
| 10Y | +237.8% | +84.2% | +153.6% | +157.2% |
| All | +559.1% | +256.4% | +302.8% | +252.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling