+60.3%
SCHD vs EXR
-11.2%
+71.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.2% |
| 3M | +6.2% | -7.8% | +14.0% | +8.6% |
| 6M | +11.8% | -4.9% | +16.7% | +13.1% |
| YTD | +26.0% | +7.2% | +18.8% | +23.1% |
| 1Y | +28.1% | -1.5% | +29.7% | +28.0% |
| 3Y | +54.6% | +22.3% | +32.3% | +43.6% |
| 5Y | +60.3% | -10.9% | +71.3% | +62.7% |
| All | +60.3% | -11.2% | +71.5% | +62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling