+60.2%
SCHD vs UEC
+198.6%
-138.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.2% | +5.6% | +0.7% |
| 7D | -2.0% | -9.4% | +7.5% | -1.4% |
| 30D | -0.4% | -8.0% | +7.6% | -0.1% |
| 3M | +5.7% | -1.7% | +7.4% | +5.5% |
| 6M | +11.9% | -26.1% | +38.0% | +12.8% |
| YTD | +26.4% | -10.5% | +37.0% | +25.4% |
| 1Y | +27.6% | -13.3% | +40.9% | +25.9% |
| 3Y | +54.9% | +116.4% | -61.4% | +38.1% |
| All | +60.2% | +198.6% | -138.4% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling