+559.1%
SCHD vs GE
+454.3%
+104.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -0.9% |
| 7D | -1.1% | +1.2% | -2.3% | -1.5% |
| 30D | +1.5% | -9.5% | +11.0% | +4.1% |
| 3M | +7.4% | +4.1% | +3.3% | +5.7% |
| 6M | +12.4% | +3.9% | +8.4% | +10.0% |
| YTD | +27.5% | +9.0% | +18.5% | +22.7% |
| 1Y | +30.0% | +21.9% | +8.1% | +20.8% |
| 3Y | +56.5% | +281.8% | -225.3% | +1.3% |
| 5Y | +60.7% | +436.7% | -376.1% | -8.2% |
| 10Y | +237.8% | +151.5% | +86.2% | +136.5% |
| All | +559.1% | +454.3% | +104.8% | +214.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 GE 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