+258.6%
SCHD vs BABA
+16.7%
+241.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | -0.5% | -3.6% | +3.1% | -0.2% |
| 30D | +8.3% | -8.4% | +16.7% | +9.2% |
| 3M | +5.9% | -20.6% | +26.5% | +8.4% |
| 6M | +15.3% | -25.4% | +40.6% | +18.4% |
| YTD | +34.5% | -30.1% | +64.7% | +38.8% |
| 1Y | +37.2% | -36.3% | +73.5% | +42.9% |
| 3Y | +73.6% | +30.4% | +43.3% | +62.0% |
| 5Y | +63.7% | -35.7% | +99.4% | +64.6% |
| All | +258.6% | +16.7% | +241.9% | +227.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling