+551.1%
SCHD vs UPS
+147.0%
+404.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.0% | -0.6% |
| 7D | -3.1% | -3.4% | +0.3% | -1.8% |
| 30D | -0.8% | -2.7% | +1.9% | +0.2% |
| 3M | +6.2% | -1.6% | +7.8% | +6.3% |
| 6M | +11.8% | +2.3% | +9.5% | +9.5% |
| YTD | +26.0% | +5.6% | +20.4% | +21.5% |
| 1Y | +28.1% | +27.1% | +1.1% | +14.3% |
| 3Y | +54.6% | -26.3% | +80.9% | +66.8% |
| 5Y | +60.3% | -34.5% | +94.8% | +77.4% |
| 10Y | +242.1% | +37.1% | +205.0% | +143.2% |
| All | +551.1% | +147.0% | +404.0% | +215.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling