-35.7%
AUR vs SCHG
+110.2%
-145.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | 0.0% |
| 7D | +1.4% | -1.0% | +2.5% | +3.4% |
| 30D | -6.4% | -1.3% | -5.1% | -4.0% |
| 3M | +7.7% | +5.4% | +2.3% | -1.4% |
| 6M | +44.5% | +14.4% | +30.1% | +16.0% |
| YTD | +67.4% | +8.0% | +59.4% | +49.9% |
| 1Y | +15.4% | +12.7% | +2.7% | -3.9% |
| 3Y | +94.8% | +85.6% | +9.2% | -28.0% |
| 5Y | -35.1% | +85.5% | -120.6% | -71.0% |
| All | -35.7% | +110.2% | -145.9% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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