+553.0%
SCHD vs EXEL
+949.1%
-396.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.1% | -1.0% |
| 7D | -2.6% | -0.3% | -2.3% | -2.6% |
| 30D | -0.3% | +10.1% | -10.4% | -1.1% |
| 3M | +6.1% | +10.1% | -4.0% | +5.2% |
| 6M | +11.7% | +37.7% | -26.0% | +8.6% |
| YTD | +26.3% | +33.1% | -6.8% | +23.0% |
| 1Y | +28.8% | +52.4% | -23.6% | +23.8% |
| 3Y | +55.0% | +163.8% | -108.8% | +41.2% |
| 5Y | +60.0% | +198.5% | -138.5% | +43.3% |
| 10Y | +243.1% | +386.9% | -143.8% | +190.7% |
| All | +553.0% | +949.1% | -396.1% | +396.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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