+40.4%
SCHD vs ALAB
+454.1%
-413.6%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | +0.4% |
| 7D | -2.0% | -6.2% | +4.2% | -1.9% |
| 30D | -0.4% | -8.7% | +8.2% | -0.3% |
| 3M | +5.7% | -20.7% | +26.5% | +5.8% |
| 6M | +11.9% | +133.5% | -121.6% | +9.6% |
| YTD | +26.4% | +75.1% | -48.6% | +24.2% |
| 1Y | +27.6% | +25.0% | +2.6% | +26.0% |
| All | +40.4% | +454.1% | -413.6% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 10y: compounded portfolio wealth divided by compounded ALAB 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…
10y analysis · Full analysis span regression · 6 months rolling