+292.4%
SCHD vs BABA
+29.8%
+262.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | -0.3% | -4.8% | +4.5% | +0.3% |
| 30D | +3.4% | -11.9% | +15.3% | +4.9% |
| 3M | +7.6% | -9.3% | +16.9% | +8.5% |
| 6M | +12.2% | -14.2% | +26.4% | +13.5% |
| YTD | +29.0% | -22.0% | +51.0% | +31.7% |
| 1Y | +30.3% | -12.7% | +43.0% | +30.7% |
| 3Y | +56.1% | +26.7% | +29.5% | +46.2% |
| 5Y | +60.4% | -29.3% | +89.8% | +58.2% |
| 10Y | +241.3% | +21.2% | +220.0% | +194.1% |
| All | +292.4% | +29.8% | +262.6% | +221.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling