+553.0%
SCHD vs SRE
+405.9%
+147.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -2.6% | +1.5% | -4.1% | -3.2% |
| 30D | -0.3% | +0.8% | -1.1% | -0.8% |
| 3M | +6.1% | -5.8% | +11.9% | +8.2% |
| 6M | +11.7% | -7.8% | +19.5% | +14.6% |
| YTD | +26.3% | -2.4% | +28.7% | +26.5% |
| 1Y | +28.8% | +8.9% | +19.8% | +23.3% |
| 3Y | +55.0% | +31.1% | +24.0% | +34.0% |
| 5Y | +60.0% | +48.6% | +11.4% | +30.1% |
| 10Y | +243.1% | +126.1% | +117.0% | +129.5% |
| All | +553.0% | +405.9% | +147.1% | +171.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling