+255.9%
SCHD vs USB
+87.1%
+168.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +0.8% | +1.4% | -0.6% | +0.2% |
| 30D | +8.4% | +6.4% | +2.0% | +5.7% |
| 3M | +5.6% | -4.5% | +10.1% | +7.4% |
| 6M | +15.1% | +11.4% | +3.8% | +9.7% |
| YTD | +33.8% | +17.1% | +16.7% | +24.4% |
| 1Y | +38.5% | +32.6% | +5.9% | +22.2% |
| 3Y | +72.7% | +101.8% | -29.1% | +25.1% |
| 5Y | +63.1% | +25.1% | +38.0% | +41.3% |
| 10Y | +255.9% | +84.9% | +171.1% | +158.4% |
| All | +255.9% | +87.1% | +168.9% | +158.4% |
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