+60.2%
SCHD vs EWT
+149.5%
-89.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.1% |
| 7D | -2.0% | -1.1% | -0.8% | -1.7% |
| 30D | -0.4% | +4.5% | -4.9% | -1.6% |
| 3M | +5.7% | +8.3% | -2.5% | +2.8% |
| 6M | +11.9% | +54.2% | -42.4% | -3.9% |
| YTD | +26.4% | +74.6% | -48.1% | +3.7% |
| 1Y | +27.6% | +84.9% | -57.3% | +2.1% |
| 3Y | +54.9% | +197.5% | -142.6% | -2.3% |
| All | +60.2% | +149.5% | -89.3% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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