+54.9%
SCHD vs UMC
+261.2%
-206.2%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | +0.3% |
| 7D | -2.0% | +9.0% | -11.0% | -2.3% |
| 30D | -0.4% | +17.2% | -17.7% | -1.2% |
| 3M | +5.7% | +11.4% | -5.7% | +4.2% |
| 6M | +11.9% | +137.5% | -125.6% | +2.1% |
| YTD | +26.4% | +193.1% | -166.7% | +11.3% |
| 1Y | +27.6% | +240.3% | -212.7% | +9.4% |
| 3Y | +54.9% | +262.2% | -207.2% | +25.3% |
| All | +54.9% | +261.2% | -206.2% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 3y: compounded portfolio wealth divided by compounded UMC 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…
3y analysis · Full analysis span regression · 6 months rolling