+60.0%
SCHD vs BABA
-30.5%
+90.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.7% |
| 7D | -2.6% | -2.2% | -0.5% | -2.5% |
| 30D | -0.3% | -17.3% | +17.0% | +1.0% |
| 3M | +6.1% | -7.8% | +13.9% | +6.5% |
| 6M | +11.7% | -16.8% | +28.5% | +12.8% |
| YTD | +26.3% | -24.7% | +51.0% | +28.3% |
| 1Y | +28.8% | -24.9% | +53.7% | +30.5% |
| 3Y | +55.0% | +29.1% | +25.9% | +48.8% |
| 5Y | +60.0% | -30.5% | +90.6% | +56.5% |
| All | +60.0% | -30.5% | +90.5% | +56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling