+60.3%
SCHD vs ATI
+1,021.8%
-961.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | +0.2% |
| 7D | -3.1% | -2.7% | -0.4% | -2.7% |
| 30D | -0.8% | -13.5% | +12.7% | +1.2% |
| 3M | +6.2% | +8.5% | -2.3% | +4.4% |
| 6M | +11.8% | +25.2% | -13.4% | +7.1% |
| YTD | +26.0% | +73.4% | -47.4% | +14.2% |
| 1Y | +28.1% | +160.5% | -132.4% | +8.3% |
| 3Y | +54.6% | +347.3% | -292.7% | +14.7% |
| 5Y | +60.3% | +1,049.0% | -988.6% | +1.8% |
| All | +60.3% | +1,021.8% | -961.4% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling