+27.6%
SCHD vs EWZ
+33.5%
-5.9%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.3% | +0.5% |
| 7D | -2.0% | +0.9% | -2.8% | -2.0% |
| 30D | -0.4% | +12.8% | -13.2% | -1.7% |
| 3M | +5.7% | +10.8% | -5.0% | +4.4% |
| 6M | +11.9% | +2.5% | +9.4% | +11.3% |
| YTD | +26.4% | +21.4% | +5.1% | +21.7% |
| 1Y | +27.6% | +32.8% | -5.2% | +19.5% |
| All | +27.6% | +33.5% | -5.9% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 1y: compounded portfolio wealth divided by compounded EWZ 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…
1y analysis · Full analysis span regression · 6 months rolling