+238.6%
SCHD vs UEC
+885.8%
-647.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.2% | +5.6% | +0.8% |
| 7D | -2.0% | -9.4% | +7.5% | -1.2% |
| 30D | -0.4% | -8.0% | +7.6% | 0.0% |
| 3M | +5.7% | -1.7% | +7.4% | +5.4% |
| 6M | +11.9% | -26.1% | +38.0% | +13.1% |
| YTD | +26.4% | -10.5% | +37.0% | +25.1% |
| 1Y | +27.6% | -13.3% | +40.9% | +25.4% |
| 3Y | +54.9% | +116.4% | -61.4% | +34.9% |
| 5Y | +60.9% | +225.5% | -164.6% | +27.0% |
| All | +238.6% | +885.8% | -647.2% | +106.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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