+566.6%
SCHD vs USB
+322.3%
+244.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -0.3% | +1.4% | -1.7% | -0.9% |
| 30D | +3.4% | -1.3% | +4.8% | +3.9% |
| 3M | +7.6% | +15.2% | -7.6% | +1.2% |
| 6M | +12.2% | +18.8% | -6.7% | +3.8% |
| YTD | +29.0% | +21.0% | +7.9% | +18.1% |
| 1Y | +30.3% | +34.0% | -3.7% | +14.0% |
| 3Y | +56.1% | +95.3% | -39.2% | +13.2% |
| 5Y | +60.4% | +40.4% | +20.1% | +30.6% |
| 10Y | +241.3% | +107.3% | +134.0% | +115.9% |
| All | +566.6% | +322.3% | +244.3% | +189.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling