+237.3%
SCHD vs EXR
+149.6%
+87.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -3.1% | -3.2% | +0.1% | -2.2% |
| 30D | -0.8% | -6.9% | +6.1% | +1.3% |
| 3M | +6.2% | -7.8% | +14.0% | +8.7% |
| 6M | +11.8% | -4.9% | +16.7% | +13.2% |
| YTD | +26.0% | +7.2% | +18.8% | +22.9% |
| 1Y | +28.1% | -1.5% | +29.7% | +28.0% |
| 3Y | +54.6% | +22.3% | +32.3% | +42.5% |
| 5Y | +60.3% | -10.9% | +71.3% | +59.2% |
| All | +237.3% | +149.6% | +87.7% | +151.0% |
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