+128.0%
SCHD vs U
-44.5%
+172.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | -0.3% | -3.8% | +3.5% | -0.1% |
| 30D | +3.4% | +17.5% | -14.0% | +2.5% |
| 3M | +7.6% | +38.7% | -31.1% | +5.5% |
| 6M | +12.2% | +104.4% | -92.3% | +7.3% |
| YTD | +29.0% | -5.7% | +34.6% | +28.2% |
| 1Y | +30.3% | +3.7% | +26.6% | +28.1% |
| 3Y | +56.1% | +12.3% | +43.8% | +48.5% |
| 5Y | +60.4% | -68.8% | +129.2% | +51.8% |
| All | +128.0% | -44.5% | +172.4% | +112.1% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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