+553.6%
SCHD vs ULTA
+699.2%
-145.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | 0.0% |
| 7D | -2.0% | -3.1% | +1.1% | -1.4% |
| 30D | -0.4% | +2.8% | -3.2% | -1.0% |
| 3M | +5.7% | +14.8% | -9.0% | +2.9% |
| 6M | +11.9% | -16.2% | +28.1% | +14.7% |
| YTD | +26.4% | -9.6% | +36.1% | +27.7% |
| 1Y | +27.6% | +4.8% | +22.8% | +25.1% |
| 3Y | +54.9% | +30.7% | +24.3% | +42.6% |
| 5Y | +60.9% | +45.9% | +15.1% | +42.8% |
| 10Y | +243.4% | +129.0% | +114.4% | +166.4% |
| All | +553.6% | +699.2% | -145.6% | +322.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling