+566.6%
SCHD vs ALK
+190.0%
+376.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.1% |
| 7D | -0.3% | -0.7% | +0.4% | -0.2% |
| 30D | +3.4% | -19.2% | +22.7% | +7.9% |
| 3M | +7.6% | -1.5% | +9.2% | +7.0% |
| 6M | +12.2% | -13.1% | +25.2% | +13.3% |
| YTD | +29.0% | -16.4% | +45.4% | +30.7% |
| 1Y | +30.3% | -33.1% | +63.4% | +38.0% |
| 3Y | +56.1% | +0.6% | +55.5% | +44.4% |
| 5Y | +60.4% | -26.4% | +86.8% | +55.9% |
| 10Y | +241.3% | -34.2% | +275.4% | +207.0% |
| All | +566.6% | +190.0% | +376.6% | +309.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling