+553.0%
SCHD vs EWZ
+28.7%
+524.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.6% |
| 7D | -2.6% | -0.1% | -2.6% | -2.6% |
| 30D | -0.3% | +8.2% | -8.5% | -2.3% |
| 3M | +6.1% | +13.3% | -7.2% | +2.6% |
| 6M | +11.7% | +3.6% | +8.1% | +10.2% |
| YTD | +26.3% | +21.0% | +5.4% | +19.5% |
| 1Y | +28.8% | +34.7% | -5.9% | +18.2% |
| 3Y | +55.0% | +48.3% | +6.8% | +37.4% |
| 5Y | +60.0% | +60.1% | 0.0% | +36.0% |
| 10Y | +243.1% | +92.6% | +150.6% | +159.3% |
| All | +553.0% | +28.7% | +524.3% | +419.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling