+559.1%
SCHD vs URA
+33.5%
+525.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.2% | -1.7% |
| 7D | -1.1% | +8.1% | -9.3% | -2.6% |
| 30D | +1.5% | +5.8% | -4.3% | +0.3% |
| 3M | +7.4% | +3.4% | +4.0% | +6.2% |
| 6M | +12.4% | -2.6% | +15.0% | +11.4% |
| YTD | +27.5% | +11.2% | +16.4% | +22.2% |
| 1Y | +30.0% | +19.8% | +10.2% | +21.3% |
| 3Y | +56.5% | +121.5% | -65.0% | +23.4% |
| 5Y | +60.7% | +134.5% | -73.8% | +19.8% |
| 10Y | +237.8% | +376.7% | -138.9% | +94.5% |
| All | +559.1% | +33.5% | +525.7% | +386.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling