+254.2%
SCHD vs USB
+92.8%
+161.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | +7.7% | +5.8% | +1.9% | +5.3% |
| 3M | +5.2% | -6.0% | +11.2% | +7.7% |
| 6M | +12.9% | +7.8% | +5.1% | +9.0% |
| YTD | +31.4% | +14.6% | +16.8% | +23.2% |
| 1Y | +37.3% | +31.8% | +5.5% | +21.4% |
| 3Y | +68.3% | +91.5% | -23.2% | +24.7% |
| 5Y | +59.9% | +22.0% | +37.8% | +39.9% |
| All | +254.2% | +92.8% | +161.3% | +157.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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