+559.1%
SCHD vs EXR
+1,074.9%
-515.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | -1.1% | -0.7% | -0.5% | -0.9% |
| 30D | +1.5% | -6.9% | +8.4% | +3.7% |
| 3M | +7.4% | -3.0% | +10.4% | +8.3% |
| 6M | +12.4% | -2.9% | +15.3% | +13.1% |
| YTD | +27.5% | +9.3% | +18.2% | +23.7% |
| 1Y | +30.0% | -0.9% | +30.9% | +29.6% |
| 3Y | +56.5% | +24.7% | +31.8% | +43.3% |
| 5Y | +60.7% | -11.7% | +72.4% | +59.9% |
| 10Y | +237.8% | +148.4% | +89.4% | +139.1% |
| All | +559.1% | +1,074.9% | -515.8% | +134.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling