+60.3%
SCHD vs ESI
+66.0%
-5.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +0.7% |
| 7D | -3.1% | -2.3% | -0.8% | -2.7% |
| 30D | -0.8% | -9.0% | +8.2% | +1.1% |
| 3M | +6.2% | -13.3% | +19.5% | +8.3% |
| 6M | +11.8% | +5.3% | +6.5% | +7.1% |
| YTD | +26.0% | +37.6% | -11.7% | +10.9% |
| 1Y | +28.1% | +33.6% | -5.5% | +13.2% |
| 3Y | +54.6% | +75.8% | -21.2% | +21.1% |
| 5Y | +60.3% | +68.6% | -8.3% | +22.4% |
| All | +60.3% | +66.0% | -5.7% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling