+60.0%
SCHD vs ALK
-28.1%
+88.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -2.6% | -3.0% | +0.3% | -2.2% |
| 30D | -0.3% | -14.6% | +14.3% | +2.2% |
| 3M | +6.1% | -10.6% | +16.7% | +7.3% |
| 6M | +11.7% | -6.7% | +18.4% | +11.4% |
| YTD | +26.3% | -19.8% | +46.1% | +28.7% |
| 1Y | +28.8% | -35.2% | +64.0% | +36.2% |
| 3Y | +55.0% | +1.4% | +53.7% | +42.9% |
| 5Y | +60.0% | -30.7% | +90.7% | +56.7% |
| All | +60.0% | -28.1% | +88.1% | +56.7% |
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