+59.0%
SCHD vs AUR
-35.7%
+94.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.3% |
| 7D | -2.0% | +1.4% | -3.4% | -2.0% |
| 30D | -0.4% | -6.4% | +6.0% | -0.2% |
| 3M | +5.7% | +7.7% | -2.0% | +5.1% |
| 6M | +11.9% | +44.5% | -32.6% | +9.2% |
| YTD | +26.4% | +67.4% | -41.0% | +22.3% |
| 1Y | +27.6% | +15.4% | +12.2% | +25.4% |
| 3Y | +54.9% | +94.8% | -39.9% | +42.8% |
| 5Y | +60.9% | -35.1% | +96.0% | +44.0% |
| All | +59.0% | -35.7% | +94.7% | +42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling