+62.8%
SCHD vs ALK
-31.3%
+94.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.8% | +4.6% | +0.5% |
| 7D | +1.4% | +0.9% | +0.5% | +1.2% |
| 30D | +7.7% | +3.3% | +4.4% | +6.9% |
| 3M | +5.7% | -17.6% | +23.3% | +8.6% |
| 6M | +14.9% | +0.8% | +14.1% | +13.2% |
| YTD | +34.2% | -22.4% | +56.6% | +37.0% |
| 1Y | +36.8% | -10.1% | +46.8% | +35.4% |
| 3Y | +73.2% | +14.0% | +59.2% | +53.8% |
| 5Y | +62.8% | -29.8% | +92.6% | +59.6% |
| All | +62.8% | -31.3% | +94.1% | +59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling