+551.1%
SCHD vs EWT
+736.3%
-185.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.7% |
| 7D | -3.1% | -1.1% | -2.0% | -2.7% |
| 30D | -0.8% | +4.8% | -5.6% | -2.8% |
| 3M | +6.2% | +11.1% | -4.9% | +0.4% |
| 6M | +11.8% | +54.6% | -42.8% | -9.7% |
| YTD | +26.0% | +71.4% | -45.5% | -3.3% |
| 1Y | +28.1% | +82.1% | -54.0% | -4.7% |
| 3Y | +54.6% | +193.2% | -138.6% | -11.3% |
| 5Y | +60.3% | +146.1% | -85.8% | -0.5% |
| 10Y | +242.1% | +505.0% | -262.9% | +33.8% |
| All | +551.1% | +736.3% | -185.2% | +112.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling