+60.3%
SCHD vs EW
-29.2%
+89.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -3.1% | -3.4% | +0.2% | -2.6% |
| 30D | -0.8% | -7.4% | +6.5% | +0.3% |
| 3M | +6.2% | +0.9% | +5.3% | +6.0% |
| 6M | +11.8% | +1.2% | +10.7% | +11.4% |
| YTD | +26.0% | +1.8% | +24.2% | +25.3% |
| 1Y | +28.1% | +10.8% | +17.3% | +25.7% |
| 3Y | +54.6% | +17.1% | +37.4% | +45.8% |
| 5Y | +60.3% | -28.2% | +88.5% | +63.7% |
| All | +60.3% | -29.2% | +89.5% | +63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling