+551.1%
SCHD vs AXTI
+1,163.7%
-612.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.1% | +5.8% | 0.0% |
| 7D | -3.1% | +15.1% | -18.2% | -3.8% |
| 30D | -0.8% | -12.3% | +11.5% | -0.6% |
| 3M | +6.2% | -24.1% | +30.3% | +5.8% |
| 6M | +11.8% | +46.0% | -34.2% | +5.0% |
| YTD | +26.0% | +295.7% | -269.8% | +9.2% |
| 1Y | +28.1% | +1,825.6% | -1,797.5% | -1.6% |
| 3Y | +54.6% | +2,630.0% | -2,575.4% | +7.4% |
| 5Y | +60.3% | +601.0% | -540.7% | +21.9% |
| 10Y | +242.1% | +1,459.0% | -1,216.9% | +118.9% |
| All | +551.1% | +1,163.7% | -612.6% | +301.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AXTI.
Daily Out/Under-Performance
Portfolio return minus AXTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXTI 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 all: compounded portfolio wealth divided by compounded AXTI 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…
all analysis · Full analysis span regression · 6 months rolling