+310.5%
SCHD vs BABA
+8.2%
+302.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +2.7% | -13.8% | +16.5% | +4.4% |
| 30D | +7.1% | -15.1% | +22.3% | +9.1% |
| 3M | +5.7% | -22.7% | +28.5% | +8.6% |
| 6M | +15.6% | -34.7% | +50.3% | +20.8% |
| YTD | +34.9% | -35.0% | +69.9% | +40.5% |
| 1Y | +37.4% | -40.4% | +77.8% | +44.4% |
| 3Y | +74.5% | +21.9% | +52.6% | +63.5% |
| 5Y | +63.7% | -39.9% | +103.5% | +64.5% |
| 10Y | +259.1% | +7.9% | +251.2% | +212.3% |
| All | +310.5% | +8.2% | +302.3% | +242.4% |
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