+238.6%
SCHD vs ALNY
+260.0%
-21.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -2.0% | -6.5% | +4.6% | -1.5% |
| 30D | -0.4% | +11.0% | -11.5% | -1.2% |
| 3M | +5.7% | -14.1% | +19.8% | +6.4% |
| 6M | +11.9% | -22.4% | +34.3% | +13.3% |
| YTD | +26.4% | -37.5% | +63.9% | +30.0% |
| 1Y | +27.6% | -46.9% | +74.5% | +32.7% |
| 3Y | +54.9% | +22.1% | +32.9% | +48.9% |
| 5Y | +60.9% | +31.2% | +29.7% | +51.2% |
| All | +238.6% | +260.0% | -21.3% | +193.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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