+63.2%
SCHD vs BABA
-34.7%
+97.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | -0.5% | -3.6% | +3.1% | -0.3% |
| 30D | +8.3% | -8.4% | +16.7% | +8.9% |
| 3M | +5.9% | -20.6% | +26.5% | +7.5% |
| 6M | +15.3% | -25.4% | +40.6% | +17.3% |
| YTD | +34.5% | -30.1% | +64.7% | +37.3% |
| 1Y | +37.2% | -36.3% | +73.5% | +40.9% |
| 3Y | +73.6% | +30.4% | +43.3% | +66.2% |
| All | +63.2% | -34.7% | +97.9% | +61.9% |
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