+553.0%
SCHD vs EVRG
+426.8%
+126.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.4% |
| 7D | -2.6% | +0.6% | -3.2% | -2.9% |
| 30D | -0.3% | -0.2% | -0.1% | -0.3% |
| 3M | +6.1% | -0.5% | +6.5% | +6.2% |
| 6M | +11.7% | +0.2% | +11.5% | +11.3% |
| YTD | +26.3% | +14.9% | +11.4% | +19.0% |
| 1Y | +28.8% | +18.2% | +10.5% | +19.7% |
| 3Y | +55.0% | +70.2% | -15.1% | +23.0% |
| 5Y | +60.0% | +45.3% | +14.7% | +34.2% |
| 10Y | +243.1% | +112.4% | +130.7% | +141.7% |
| All | +553.0% | +426.8% | +126.2% | +180.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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