+551.1%
SCHD vs UL
+176.7%
+374.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.2% |
| 7D | -3.1% | -4.1% | +1.0% | -1.6% |
| 30D | -0.8% | -1.2% | +0.4% | -0.4% |
| 3M | +6.2% | +6.0% | +0.2% | +3.7% |
| 6M | +11.8% | -5.5% | +17.3% | +13.5% |
| YTD | +26.0% | -3.3% | +29.3% | +26.6% |
| 1Y | +28.1% | -9.8% | +37.9% | +31.8% |
| 3Y | +54.6% | +20.1% | +34.4% | +40.7% |
| 5Y | +60.3% | +19.2% | +41.1% | +43.9% |
| 10Y | +242.1% | +65.4% | +176.7% | +162.2% |
| All | +551.1% | +176.7% | +374.4% | +281.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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