+60.2%
SCHD vs EWZ
+59.6%
+0.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.3% | +0.6% |
| 7D | -2.0% | +0.9% | -2.8% | -2.1% |
| 30D | -0.4% | +12.8% | -13.2% | -2.9% |
| 3M | +5.7% | +10.8% | -5.0% | +3.3% |
| 6M | +11.9% | +2.5% | +9.4% | +10.9% |
| YTD | +26.4% | +21.4% | +5.1% | +20.5% |
| 1Y | +27.6% | +32.8% | -5.2% | +18.9% |
| 3Y | +54.9% | +45.2% | +9.7% | +40.1% |
| All | +60.2% | +59.6% | +0.5% | +42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling