+342.3%
SCHD vs ALLY
+124.8%
+217.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -0.3% | +3.7% | -4.0% | -1.2% |
| 30D | +3.4% | -2.3% | +5.7% | +4.0% |
| 3M | +7.6% | +3.8% | +3.8% | +6.3% |
| 6M | +12.2% | +9.7% | +2.4% | +8.7% |
| YTD | +29.0% | -1.4% | +30.4% | +28.4% |
| 1Y | +30.3% | +8.2% | +22.1% | +26.0% |
| 3Y | +56.1% | +66.5% | -10.3% | +30.4% |
| 5Y | +60.4% | +1.2% | +59.2% | +48.3% |
| 10Y | +241.3% | +191.4% | +49.8% | +121.8% |
| All | +342.3% | +124.8% | +217.4% | +196.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling