+41.8%
SCHD vs UPS
+29.9%
+11.8%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.7% | -2.9% | +1.0% |
| 7D | +3.2% | +8.2% | -5.0% | +1.7% |
| 30D | +10.7% | +22.7% | -12.1% | +6.7% |
| 3M | +7.8% | +6.4% | +1.4% | +6.5% |
| 6M | +16.7% | +22.6% | -5.9% | +11.7% |
| YTD | +35.3% | +20.7% | +14.5% | +28.7% |
| 1Y | +41.8% | +30.6% | +11.1% | +31.3% |
| All | +41.8% | +29.9% | +11.8% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 1y: compounded portfolio wealth divided by compounded UPS 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…
1y analysis · Full analysis span regression · 6 months rolling