+190.1%
SCHD vs SE
+589.8%
-399.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -0.3% | -6.1% | +5.8% | +0.2% |
| 30D | +3.4% | -2.5% | +5.9% | +3.5% |
| 3M | +7.6% | +21.7% | -14.1% | +5.5% |
| 6M | +12.2% | +27.0% | -14.8% | +9.2% |
| YTD | +29.0% | -12.1% | +41.1% | +29.3% |
| 1Y | +30.3% | -40.9% | +71.2% | +35.0% |
| 3Y | +56.1% | +191.0% | -134.8% | +37.2% |
| 5Y | +60.4% | -68.3% | +128.7% | +65.6% |
| All | +190.1% | +589.8% | -399.6% | +100.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling