+238.6%
SCHD vs EW
+120.5%
+118.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.1% | +1.0% |
| 7D | -2.0% | -6.2% | +4.2% | -0.6% |
| 30D | -0.4% | -9.3% | +8.9% | +1.8% |
| 3M | +5.7% | -1.6% | +7.3% | +6.0% |
| 6M | +11.9% | -0.8% | +12.7% | +11.7% |
| YTD | +26.4% | -1.0% | +27.5% | +26.1% |
| 1Y | +27.6% | +8.2% | +19.5% | +24.4% |
| 3Y | +54.9% | +12.7% | +42.3% | +43.8% |
| 5Y | +60.9% | -30.2% | +91.1% | +66.9% |
| All | +238.6% | +120.5% | +118.2% | +162.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling