+551.1%
SCHD vs UMC
+2,004.7%
-1,453.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | 0.0% |
| 7D | -3.1% | +11.4% | -14.5% | -4.5% |
| 30D | -0.8% | +16.8% | -17.6% | -2.9% |
| 3M | +6.2% | +19.1% | -12.9% | +2.3% |
| 6M | +11.8% | +137.4% | -125.6% | -3.5% |
| YTD | +26.0% | +186.4% | -160.4% | +4.8% |
| 1Y | +28.1% | +229.1% | -200.9% | +4.1% |
| 3Y | +54.6% | +257.9% | -203.3% | +22.3% |
| 5Y | +60.3% | +137.5% | -77.2% | +31.9% |
| 10Y | +242.1% | +1,808.2% | -1,566.0% | +92.7% |
| All | +551.1% | +2,004.7% | -1,453.6% | +237.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling