+54.9%
SCHD vs ATI
+341.0%
-286.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -2.0% | -5.6% | +3.7% | -1.4% |
| 30D | -0.4% | -13.7% | +13.3% | +1.1% |
| 3M | +5.7% | -0.4% | +6.1% | +5.5% |
| 6M | +11.9% | +26.2% | -14.3% | +8.0% |
| YTD | +26.4% | +73.2% | -46.8% | +17.0% |
| 1Y | +27.6% | +161.6% | -134.0% | +11.5% |
| 3Y | +54.9% | +346.2% | -291.2% | +24.1% |
| All | +54.9% | +341.0% | -286.1% | +24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling