+60.2%
SCHD vs UPS
-34.8%
+94.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -2.0% | -2.0% | 0.0% | -1.4% |
| 30D | -0.4% | -2.0% | +1.5% | +0.1% |
| 3M | +5.7% | -6.2% | +12.0% | +7.4% |
| 6M | +11.9% | +2.8% | +9.1% | +9.9% |
| YTD | +26.4% | +5.9% | +20.5% | +22.8% |
| 1Y | +27.6% | +26.2% | +1.4% | +16.8% |
| 3Y | +54.9% | -26.0% | +80.9% | +64.2% |
| All | +60.2% | -34.8% | +94.9% | +74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling