+46.3%
SCHD vs UMAC
+488.3%
-442.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +3.0% | -0.3% |
| 7D | -3.1% | -4.0% | +0.9% | -3.1% |
| 30D | -0.8% | -9.4% | +8.6% | -0.8% |
| 3M | +6.2% | +3.0% | +3.2% | +5.9% |
| 6M | +11.8% | +27.2% | -15.4% | +10.8% |
| YTD | +26.0% | +84.7% | -58.7% | +23.9% |
| 1Y | +28.1% | +136.5% | -108.3% | +25.3% |
| All | +46.3% | +488.3% | -442.0% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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