+238.6%
SCHD vs EXR
+151.8%
+86.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | -2.0% | -1.2% | -0.8% | -1.6% |
| 30D | -0.4% | -6.2% | +5.8% | +1.5% |
| 3M | +5.7% | -7.4% | +13.1% | +8.0% |
| 6M | +11.9% | -0.5% | +12.4% | +11.8% |
| YTD | +26.4% | +8.1% | +18.4% | +23.1% |
| 1Y | +27.6% | -2.9% | +30.5% | +28.0% |
| 3Y | +54.9% | +22.9% | +32.0% | +42.6% |
| 5Y | +60.9% | -10.2% | +71.1% | +59.4% |
| All | +238.6% | +151.8% | +86.8% | +151.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded EXR 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling