+146.0%
SCHD vs ASTS
+253.1%
-107.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.8% | +5.5% | -0.1% |
| 7D | +1.4% | +14.2% | -12.8% | +1.0% |
| 30D | +7.7% | -26.7% | +34.4% | +8.4% |
| 3M | +5.7% | -53.6% | +59.3% | +7.6% |
| 6M | +14.9% | -52.7% | +67.7% | +16.3% |
| YTD | +34.2% | -52.5% | +86.7% | +34.8% |
| 1Y | +36.8% | -46.5% | +83.3% | +36.6% |
| 3Y | +73.2% | +700.5% | -627.3% | +53.3% |
| 5Y | +62.8% | +168.5% | -105.7% | +45.1% |
| All | +146.0% | +253.1% | -107.2% | +102.2% |
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