+30.3%
SCHD vs ESI
+44.5%
-14.3%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.7% | -0.9% |
| 7D | -0.3% | +3.3% | -3.6% | -0.4% |
| 30D | +3.4% | -5.9% | +9.3% | +3.6% |
| 3M | +7.6% | -14.1% | +21.7% | +7.9% |
| 6M | +12.2% | +6.6% | +5.6% | +9.9% |
| YTD | +29.0% | +45.0% | -16.1% | +20.6% |
| 1Y | +30.3% | +41.5% | -11.2% | +21.7% |
| All | +30.3% | +44.5% | -14.3% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling