+85.7%
SCHG vs ULTA
+44.7%
+41.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.3% |
| 7D | -1.0% | -3.1% | +2.0% | -0.2% |
| 30D | -1.3% | +2.8% | -4.1% | -2.2% |
| 3M | +5.4% | +14.8% | -9.3% | +1.1% |
| 6M | +14.4% | -16.2% | +30.6% | +19.1% |
| YTD | +8.0% | -9.6% | +17.7% | +9.7% |
| 1Y | +12.7% | +4.8% | +8.0% | +9.0% |
| 3Y | +85.6% | +30.7% | +54.9% | +59.2% |
| All | +85.7% | +44.7% | +41.1% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 5y: compounded portfolio wealth divided by compounded ULTA 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…
5y analysis · Full analysis span regression · 6 months rolling