+61.5%
SCHD vs ALLY
-0.1%
+61.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.4% |
| 7D | -1.1% | +1.0% | -2.2% | -1.4% |
| 30D | +1.5% | -3.3% | +4.8% | +2.2% |
| 3M | +7.4% | +0.5% | +7.0% | +7.1% |
| 6M | +12.4% | +12.6% | -0.2% | +8.7% |
| YTD | +27.5% | -4.7% | +32.2% | +28.0% |
| 1Y | +30.0% | +5.2% | +24.8% | +27.1% |
| 3Y | +56.5% | +66.5% | -10.0% | +33.5% |
| All | +61.5% | -0.1% | +61.6% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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