+553.6%
SCHD vs ET
+600.0%
-46.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | -2.0% | +0.2% | -2.2% | -2.0% |
| 30D | -0.4% | +2.9% | -3.3% | -0.9% |
| 3M | +5.7% | +16.8% | -11.1% | +3.2% |
| 6M | +11.9% | +18.9% | -7.0% | +8.9% |
| YTD | +26.4% | +37.7% | -11.3% | +20.3% |
| 1Y | +27.6% | +32.4% | -4.8% | +22.0% |
| 3Y | +54.9% | +99.5% | -44.5% | +38.9% |
| 5Y | +60.9% | +244.0% | -183.0% | +32.9% |
| 10Y | +243.4% | +172.1% | +71.3% | +178.2% |
| All | +553.6% | +600.0% | -46.4% | +278.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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