+553.6%
SCHD vs ETN
+1,358.3%
-804.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.0% | -3.6% | -1.0% |
| 7D | -2.0% | +3.5% | -5.5% | -3.2% |
| 30D | -0.4% | -7.5% | +7.1% | +2.0% |
| 3M | +5.7% | +8.3% | -2.6% | +1.3% |
| 6M | +11.9% | +20.2% | -8.3% | +2.2% |
| YTD | +26.4% | +34.7% | -8.2% | +10.2% |
| 1Y | +27.6% | +19.4% | +8.2% | +15.5% |
| 3Y | +54.9% | +85.5% | -30.6% | +11.5% |
| 5Y | +60.9% | +186.6% | -125.7% | -6.1% |
| 10Y | +243.4% | +724.7% | -481.2% | +27.4% |
| All | +553.6% | +1,358.3% | -804.7% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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