+41.8%
SCHD vs AUR
-17.4%
+59.2%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.4% | +6.3% | +1.9% |
| 7D | +3.2% | -19.8% | +23.0% | +3.5% |
| 30D | +10.7% | -29.0% | +39.7% | +11.2% |
| 3M | +7.8% | -43.6% | +51.4% | +8.8% |
| 6M | +16.7% | -36.6% | +53.4% | +17.1% |
| YTD | +35.3% | +6.3% | +29.0% | +31.4% |
| 1Y | +41.8% | -9.0% | +50.8% | +38.8% |
| All | +41.8% | -17.4% | +59.2% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling