+57.5%
SCHD vs USAR
+74.5%
-17.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | -1.1% | +2.3% | -3.5% | -1.2% |
| 30D | +1.5% | -8.6% | +10.1% | +1.5% |
| 3M | +7.4% | -20.5% | +27.9% | +7.5% |
| 6M | +12.4% | +1.2% | +11.2% | +12.3% |
| YTD | +27.5% | +48.4% | -20.9% | +27.4% |
| 1Y | +30.0% | +30.6% | -0.6% | +30.0% |
| 3Y | +56.5% | +73.6% | -17.2% | +56.4% |
| All | +57.5% | +74.5% | -17.0% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded USAR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling