+54.9%
SCHD vs SRE
+28.3%
+26.7%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -2.0% | -0.8% | -1.1% | -1.8% |
| 30D | -0.4% | -3.0% | +2.6% | +0.2% |
| 3M | +5.7% | -8.3% | +14.0% | +7.8% |
| 6M | +11.9% | -8.9% | +20.8% | +14.1% |
| YTD | +26.4% | -4.3% | +30.7% | +27.2% |
| 1Y | +27.6% | +2.7% | +24.9% | +25.8% |
| 3Y | +54.9% | +28.7% | +26.3% | +36.3% |
| All | +54.9% | +28.3% | +26.7% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 3y: compounded portfolio wealth divided by compounded SRE 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…
3y analysis · Full analysis span regression · 6 months rolling