+238.6%
SCHD vs EXC
+158.0%
+80.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | -2.0% | -1.1% | -0.9% | -1.5% |
| 30D | -0.4% | -3.6% | +3.2% | +1.0% |
| 3M | +5.7% | -4.3% | +10.0% | +7.4% |
| 6M | +11.9% | -9.9% | +21.8% | +16.2% |
| YTD | +26.4% | +1.8% | +24.7% | +24.6% |
| 1Y | +27.6% | +2.9% | +24.7% | +24.9% |
| 3Y | +54.9% | +19.1% | +35.8% | +40.2% |
| 5Y | +60.9% | +44.8% | +16.1% | +30.9% |
| All | +238.6% | +158.0% | +80.7% | +126.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling