+259.6%
SCHD vs EXR
+216.3%
+43.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +2.7% | -0.4% | +3.1% | +2.8% |
| 30D | +7.1% | +18.2% | -11.1% | +1.9% |
| 3M | +5.7% | +7.3% | -1.6% | +3.5% |
| 6M | +15.6% | +13.8% | +1.8% | +11.0% |
| YTD | +34.9% | +25.9% | +9.0% | +25.4% |
| 1Y | +37.4% | +25.8% | +11.5% | +27.6% |
| 3Y | +74.5% | +53.7% | +20.8% | +50.3% |
| 5Y | +63.7% | -1.8% | +65.4% | +58.1% |
| All | +259.6% | +216.3% | +43.3% | +153.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling