+591.8%
SCHD vs USB
+308.6%
+283.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.6% |
| 3M | +5.6% | -4.5% | +10.1% | +7.5% |
| 6M | +15.1% | +11.4% | +3.8% | +9.5% |
| YTD | +33.8% | +17.1% | +16.7% | +24.1% |
| 1Y | +38.5% | +32.6% | +5.9% | +21.8% |
| 3Y | +72.7% | +101.8% | -29.1% | +23.9% |
| 5Y | +63.1% | +25.1% | +38.0% | +40.1% |
| 10Y | +255.9% | +84.9% | +171.1% | +137.6% |
| All | +591.8% | +308.6% | +283.2% | +204.4% |
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 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