+54.4%
SCHD vs USAR
+57.7%
-3.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.0% | +5.7% | -0.3% |
| 7D | -3.1% | -9.3% | +6.2% | -3.1% |
| 30D | -0.8% | -15.2% | +14.4% | -0.8% |
| 3M | +6.2% | -21.1% | +27.3% | +6.3% |
| 6M | +11.8% | -21.6% | +33.4% | +11.8% |
| YTD | +26.0% | +34.8% | -8.8% | +25.9% |
| 1Y | +28.1% | +15.6% | +12.5% | +28.2% |
| All | +54.4% | +57.7% | -3.4% | +57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling