+553.0%
SCHD vs EW
+638.7%
-85.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -2.6% | -5.1% | +2.5% | -1.6% |
| 30D | -0.3% | -6.4% | +6.1% | +1.0% |
| 3M | +6.1% | -1.6% | +7.6% | +6.3% |
| 6M | +11.7% | +2.3% | +9.4% | +10.9% |
| YTD | +26.3% | +1.1% | +25.2% | +25.5% |
| 1Y | +28.8% | +8.0% | +20.8% | +26.0% |
| 3Y | +55.0% | +16.3% | +38.7% | +45.0% |
| 5Y | +60.0% | -29.4% | +89.4% | +63.8% |
| 10Y | +243.1% | +125.6% | +117.5% | +177.4% |
| All | +553.0% | +638.7% | -85.7% | +335.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling