+1,122.9%
SCHG vs ULTA
+2,775.2%
-1,652.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.4% |
| 7D | -1.0% | -3.1% | +2.0% | -0.4% |
| 30D | -1.3% | +2.8% | -4.1% | -2.0% |
| 3M | +5.4% | +14.8% | -9.3% | +1.8% |
| 6M | +14.4% | -16.2% | +30.6% | +18.1% |
| YTD | +8.0% | -9.6% | +17.7% | +9.4% |
| 1Y | +12.7% | +4.8% | +8.0% | +9.9% |
| 3Y | +85.6% | +30.7% | +54.9% | +67.5% |
| 5Y | +85.5% | +45.9% | +39.6% | +61.5% |
| 10Y | +456.0% | +129.0% | +327.0% | +306.9% |
| All | +1,122.9% | +2,775.2% | -1,652.3% | +387.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling