+553.0%
SCHD vs UEC
+264.8%
+288.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.8% |
| 7D | -2.6% | -0.2% | -2.5% | -2.6% |
| 30D | -0.3% | +1.9% | -2.2% | -0.6% |
| 3M | +6.1% | +8.9% | -2.8% | +4.9% |
| 6M | +11.7% | -14.5% | +26.2% | +11.7% |
| YTD | +26.3% | -0.7% | +27.0% | +24.3% |
| 1Y | +28.8% | -4.1% | +32.8% | +26.0% |
| 3Y | +55.0% | +148.9% | -93.9% | +36.7% |
| 5Y | +60.0% | +300.0% | -240.0% | +29.8% |
| 10Y | +243.1% | +994.3% | -751.2% | +133.0% |
| All | +553.0% | +264.8% | +288.2% | +339.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling