+58.3%
SCHG vs UMAC
+473.8%
-415.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.3% | +0.9% |
| 7D | -1.0% | -3.4% | +2.4% | -1.0% |
| 30D | -1.3% | -15.1% | +13.8% | -1.0% |
| 3M | +5.4% | -10.8% | +16.2% | +5.2% |
| 6M | +14.4% | +15.7% | -1.3% | +12.3% |
| YTD | +8.0% | +80.1% | -72.1% | +4.4% |
| 1Y | +12.7% | +116.7% | -104.0% | +8.0% |
| All | +58.3% | +473.8% | -415.5% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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