+566.6%
SCHD vs ALB
+246.6%
+320.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.7% | 0.0% |
| 7D | -0.3% | -8.1% | +7.8% | +1.2% |
| 30D | +3.4% | +6.3% | -2.8% | +2.1% |
| 3M | +7.6% | -23.6% | +31.2% | +12.3% |
| 6M | +12.2% | -24.6% | +36.8% | +16.3% |
| YTD | +29.0% | -10.3% | +39.2% | +28.3% |
| 1Y | +30.3% | +61.5% | -31.2% | +13.9% |
| 3Y | +56.1% | -34.0% | +90.1% | +55.0% |
| 5Y | +60.4% | -44.6% | +105.0% | +57.4% |
| 10Y | +241.3% | +76.1% | +165.2% | +122.0% |
| All | +566.6% | +246.6% | +320.0% | +236.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling