+186.9%
SCHD vs SE
+597.4%
-410.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.2% |
| 7D | -1.1% | +0.6% | -1.8% | -1.2% |
| 30D | +1.5% | -0.1% | +1.6% | +1.4% |
| 3M | +7.4% | +34.1% | -26.7% | +4.4% |
| 6M | +12.4% | +23.2% | -10.9% | +9.7% |
| YTD | +27.5% | -11.2% | +38.7% | +27.7% |
| 1Y | +30.0% | -40.5% | +70.5% | +34.7% |
| 3Y | +56.5% | +196.3% | -139.8% | +37.3% |
| 5Y | +60.7% | -67.0% | +127.7% | +65.2% |
| All | +186.9% | +597.4% | -410.5% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SE 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling