+238.6%
SCHD vs ALB
+77.7%
+161.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.1% | +1.0% |
| 7D | -2.0% | -6.9% | +5.0% | -0.8% |
| 30D | -0.4% | -8.4% | +8.0% | +0.9% |
| 3M | +5.7% | -25.9% | +31.7% | +10.7% |
| 6M | +11.9% | -29.7% | +41.6% | +17.1% |
| YTD | +26.4% | -16.5% | +42.9% | +27.2% |
| 1Y | +27.6% | +58.7% | -31.1% | +12.7% |
| 3Y | +54.9% | -34.0% | +88.9% | +53.7% |
| 5Y | +60.9% | -48.3% | +109.2% | +60.2% |
| All | +238.6% | +77.7% | +161.0% | +117.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling