+27.6%
SCHD vs ESI
+34.2%
-6.6%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | -2.0% | -4.6% | +2.7% | -1.8% |
| 30D | -0.4% | -10.5% | +10.1% | -0.1% |
| 3M | +5.7% | -19.8% | +25.5% | +6.4% |
| 6M | +11.9% | +5.8% | +6.1% | +9.2% |
| YTD | +26.4% | +38.3% | -11.9% | +18.4% |
| 1Y | +27.6% | +31.5% | -3.9% | +19.3% |
| All | +27.6% | +34.2% | -6.6% | +19.3% |
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