+238.6%
SCHD vs URA
+346.2%
-107.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.6% | +0.9% |
| 7D | -2.0% | -5.5% | +3.5% | -1.1% |
| 30D | -0.4% | -3.7% | +3.3% | 0.0% |
| 3M | +5.7% | -2.9% | +8.6% | +5.7% |
| 6M | +11.9% | -15.2% | +27.1% | +13.7% |
| YTD | +26.4% | +1.9% | +24.6% | +23.2% |
| 1Y | +27.6% | +6.9% | +20.7% | +21.8% |
| 3Y | +54.9% | +99.6% | -44.7% | +24.8% |
| 5Y | +60.9% | +101.2% | -40.2% | +24.0% |
| All | +238.6% | +346.2% | -107.5% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling