+238.6%
SCHD vs ALM
+2,589.2%
-2,350.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.5% | +6.9% | +0.5% |
| 7D | -2.0% | -11.8% | +9.9% | -1.8% |
| 30D | -0.4% | +7.8% | -8.2% | -0.6% |
| 3M | +5.7% | -9.3% | +15.0% | +5.7% |
| 6M | +11.9% | -30.5% | +42.4% | +12.1% |
| YTD | +26.4% | +75.8% | -49.4% | +24.6% |
| 1Y | +27.6% | +241.2% | -213.6% | +24.1% |
| 3Y | +54.9% | +1,872.6% | -1,817.7% | +44.5% |
| 5Y | +60.9% | +849.6% | -788.6% | +51.2% |
| All | +238.6% | +2,589.2% | -2,350.6% | +211.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling