+41.8%
SCHD vs BABA
-34.7%
+76.4%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.9% | -3.1% | +1.8% |
| 7D | +3.2% | +4.3% | -1.1% | +3.1% |
| 30D | +10.7% | -5.0% | +15.6% | +10.7% |
| 3M | +7.8% | -18.4% | +26.2% | +8.1% |
| 6M | +16.7% | -20.3% | +37.0% | +17.5% |
| YTD | +35.3% | -27.5% | +62.8% | +36.1% |
| 1Y | +41.8% | -35.3% | +77.1% | +41.5% |
| All | +41.8% | -34.7% | +76.4% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 1y: compounded portfolio wealth divided by compounded BABA 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…
1y analysis · Full analysis span regression · 6 months rolling