+597.4%
SCHD vs ALK
+165.5%
+432.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.8% |
| 7D | +2.7% | -1.2% | +3.9% | +2.9% |
| 30D | +7.1% | +7.7% | -0.5% | +5.2% |
| 3M | +5.7% | -19.0% | +24.7% | +9.8% |
| 6M | +15.6% | -0.2% | +15.8% | +13.7% |
| YTD | +34.9% | -23.5% | +58.4% | +38.7% |
| 1Y | +37.4% | -9.1% | +46.5% | +35.5% |
| 3Y | +74.5% | +12.0% | +62.5% | +56.4% |
| 5Y | +63.7% | -30.9% | +94.5% | +60.7% |
| 10Y | +259.1% | -45.6% | +304.6% | +234.2% |
| All | +597.4% | +165.5% | +432.0% | +334.5% |
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