+60.3%
SCHD vs ALC
-19.4%
+79.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.5% | +0.4% |
| 7D | -3.1% | -7.7% | +4.6% | -1.1% |
| 30D | -0.8% | -11.7% | +10.9% | +2.4% |
| 3M | +6.2% | +0.7% | +5.5% | +5.9% |
| 6M | +11.8% | -17.1% | +28.9% | +16.8% |
| YTD | +26.0% | -15.1% | +41.1% | +30.5% |
| 1Y | +28.1% | -14.1% | +42.2% | +32.1% |
| 3Y | +54.6% | -18.2% | +72.7% | +59.1% |
| 5Y | +60.3% | -19.2% | +79.5% | +59.2% |
| All | +60.3% | -19.4% | +79.7% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 5y: compounded portfolio wealth divided by compounded ALC 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…
5y analysis · Full analysis span regression · 6 months rolling