+238.6%
SCHD vs ULTA
+132.3%
+106.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | 0.0% |
| 7D | -2.0% | -3.1% | +1.1% | -1.3% |
| 30D | -0.4% | +2.8% | -3.2% | -1.1% |
| 3M | +5.7% | +14.8% | -9.0% | +2.5% |
| 6M | +11.9% | -16.2% | +28.1% | +15.1% |
| YTD | +26.4% | -9.6% | +36.1% | +27.9% |
| 1Y | +27.6% | +4.8% | +22.8% | +24.7% |
| 3Y | +54.9% | +30.7% | +24.3% | +40.6% |
| 5Y | +60.9% | +45.9% | +15.1% | +39.4% |
| All | +238.6% | +132.3% | +106.3% | +150.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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