+597.4%
SCHD vs ALB
+157.6%
+439.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.8% |
| 7D | +2.7% | -5.8% | +8.5% | +3.8% |
| 30D | +7.1% | -4.5% | +11.7% | +7.9% |
| 3M | +5.7% | -28.1% | +33.8% | +11.7% |
| 6M | +15.6% | -53.2% | +68.8% | +31.3% |
| YTD | +34.9% | -33.3% | +68.2% | +41.1% |
| 1Y | +37.4% | -17.4% | +54.8% | +37.4% |
| 3Y | +74.5% | -14.1% | +88.7% | +61.0% |
| 5Y | +63.7% | -64.0% | +127.7% | +75.3% |
| 10Y | +259.1% | +32.8% | +226.2% | +145.1% |
| All | +597.4% | +157.6% | +439.8% | +270.5% |
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 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