+371.5%
SCHD vs ALM
+8,394.4%
-8,022.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.8% | -9.9% | -1.1% |
| 7D | -1.1% | +8.4% | -9.6% | -1.2% |
| 30D | +1.5% | +34.8% | -33.3% | +1.4% |
| 3M | +7.4% | +16.2% | -8.8% | +7.4% |
| 6M | +12.4% | +2.1% | +10.2% | +12.3% |
| YTD | +27.5% | +117.0% | -89.5% | +27.2% |
| 1Y | +30.0% | +313.9% | -283.8% | +29.5% |
| 3Y | +56.5% | +2,327.9% | -2,271.4% | +55.2% |
| 5Y | +60.7% | +1,040.6% | -980.0% | +59.4% |
| 10Y | +237.8% | +3,219.4% | -2,981.7% | +234.0% |
| All | +371.5% | +8,394.4% | -8,022.9% | +361.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling