+238.6%
SCHD vs ALB
+78.3%
+160.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +1.0% |
| 7D | -2.0% | -6.6% | +4.7% | -0.9% |
| 30D | -0.4% | -8.1% | +7.7% | +0.8% |
| 3M | +5.7% | -25.7% | +31.4% | +10.6% |
| 6M | +11.9% | -29.5% | +41.3% | +17.0% |
| YTD | +26.4% | -16.2% | +42.7% | +27.2% |
| 1Y | +27.6% | +59.2% | -31.6% | +12.6% |
| 3Y | +54.9% | -33.7% | +88.7% | +53.6% |
| 5Y | +60.9% | -48.1% | +109.0% | +60.1% |
| All | +238.6% | +78.3% | +160.4% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded ALB 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling