+348.2%
SCHD vs ESI
+226.4%
+121.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -1.1% | +5.4% | -6.5% | -2.2% |
| 30D | +1.5% | -4.2% | +5.7% | +2.2% |
| 3M | +7.4% | -9.6% | +17.0% | +8.6% |
| 6M | +12.4% | +18.3% | -6.0% | +6.5% |
| YTD | +27.5% | +45.8% | -18.3% | +15.2% |
| 1Y | +30.0% | +39.2% | -9.1% | +18.2% |
| 3Y | +56.5% | +86.3% | -29.8% | +31.6% |
| 5Y | +60.7% | +76.2% | -15.5% | +34.8% |
| 10Y | +237.8% | +306.8% | -69.0% | +136.3% |
| All | +348.2% | +226.4% | +121.7% | +232.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling