+238.6%
SCHD vs ATI
+1,154.1%
-915.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -2.0% | -5.6% | +3.7% | -1.0% |
| 30D | -0.4% | -13.7% | +13.3% | +2.0% |
| 3M | +5.7% | -0.4% | +6.1% | +5.3% |
| 6M | +11.9% | +26.2% | -14.3% | +6.3% |
| YTD | +26.4% | +73.2% | -46.8% | +13.3% |
| 1Y | +27.6% | +161.6% | -134.0% | +5.8% |
| 3Y | +54.9% | +346.2% | -291.2% | +12.7% |
| 5Y | +60.9% | +1,047.6% | -986.7% | -4.4% |
| All | +238.6% | +1,154.1% | -915.4% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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