+308.4%
SCHD vs BABA
+8.2%
+300.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.1% | +6.8% | +0.6% |
| 7D | +1.4% | -12.7% | +14.1% | +3.0% |
| 30D | +7.7% | -14.9% | +22.5% | +9.6% |
| 3M | +5.7% | -24.6% | +30.4% | +8.9% |
| 6M | +14.9% | -29.3% | +44.3% | +19.0% |
| YTD | +34.2% | -35.0% | +69.2% | +39.7% |
| 1Y | +36.8% | -39.7% | +76.5% | +43.6% |
| 3Y | +73.2% | +21.2% | +52.0% | +62.4% |
| 5Y | +62.8% | -39.9% | +102.7% | +63.6% |
| 10Y | +257.2% | +7.8% | +249.4% | +210.6% |
| All | +308.4% | +8.2% | +300.2% | +240.6% |
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