+553.0%
SCHD vs UDR
+164.9%
+388.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.0% | -0.2% |
| 7D | -2.6% | -3.3% | +0.6% | -1.4% |
| 30D | -0.3% | -5.6% | +5.3% | +2.0% |
| 3M | +6.1% | -9.4% | +15.5% | +10.1% |
| 6M | +11.7% | -3.0% | +14.7% | +12.6% |
| YTD | +26.3% | -0.4% | +26.7% | +25.8% |
| 1Y | +28.8% | -5.1% | +33.9% | +30.5% |
| 3Y | +55.0% | +4.2% | +50.8% | +49.9% |
| 5Y | +60.0% | -19.5% | +79.6% | +68.7% |
| 10Y | +243.1% | +47.9% | +195.2% | +181.9% |
| All | +553.0% | +164.9% | +388.1% | +319.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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