+238.6%
SCHD vs ALK
-35.7%
+274.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.2% |
| 7D | -2.0% | -2.1% | +0.1% | -1.5% |
| 30D | -0.4% | -13.1% | +12.7% | +2.4% |
| 3M | +5.7% | -11.8% | +17.5% | +7.9% |
| 6M | +11.9% | -0.4% | +12.3% | +9.8% |
| YTD | +26.4% | -18.2% | +44.6% | +28.8% |
| 1Y | +27.6% | -35.5% | +63.2% | +36.6% |
| 3Y | +54.9% | +1.8% | +53.1% | +42.0% |
| 5Y | +60.9% | -26.6% | +87.5% | +56.1% |
| All | +238.6% | -35.7% | +274.3% | +202.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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