+60.2%
SCHD vs SRE
+45.6%
+14.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -2.0% | -0.8% | -1.1% | -1.7% |
| 30D | -0.4% | -3.0% | +2.6% | +0.4% |
| 3M | +5.7% | -8.3% | +14.0% | +8.4% |
| 6M | +11.9% | -8.9% | +20.8% | +14.8% |
| YTD | +26.4% | -4.3% | +30.7% | +27.4% |
| 1Y | +27.6% | +2.7% | +24.9% | +25.3% |
| 3Y | +54.9% | +28.7% | +26.3% | +34.3% |
| All | +60.2% | +45.6% | +14.6% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling