+238.6%
SCHD vs FTAI
+3,098.4%
-2,859.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | 0.0% |
| 7D | -2.0% | -5.2% | +3.3% | -1.4% |
| 30D | -0.4% | -17.9% | +17.5% | +1.6% |
| 3M | +5.7% | -22.7% | +28.5% | +8.2% |
| 6M | +11.9% | -28.0% | +39.9% | +14.4% |
| YTD | +26.4% | -5.0% | +31.4% | +24.4% |
| 1Y | +27.6% | +10.4% | +17.2% | +22.5% |
| 3Y | +54.9% | +425.2% | -370.3% | +9.0% |
| 5Y | +60.9% | +890.3% | -829.4% | -1.2% |
| All | +238.6% | +3,098.4% | -2,859.8% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 10y: compounded portfolio wealth divided by compounded FTAI 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…
10y analysis · Full analysis span regression · 6 months rolling