+131.5%
SCHD vs ASTS
+538.9%
-407.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.6% | +4.7% | -0.8% |
| 7D | -2.6% | 0.0% | -2.7% | -2.6% |
| 30D | -0.3% | -9.2% | +8.9% | -0.1% |
| 3M | +6.1% | -29.6% | +35.7% | +6.7% |
| 6M | +11.7% | -30.5% | +42.2% | +11.9% |
| YTD | +26.3% | -14.1% | +40.4% | +25.3% |
| 1Y | +28.8% | +69.1% | -40.4% | +24.4% |
| 3Y | +55.0% | +1,525.5% | -1,470.5% | +34.4% |
| 5Y | +60.0% | +425.9% | -365.8% | +40.5% |
| All | +131.5% | +538.9% | -407.4% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 ASTS 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