+5.9%
SCHG vs URA
-32.2%
+38.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.3% | +1.5% |
| 7D | -2.5% | -10.5% | +8.0% | -0.3% |
| 30D | -5.4% | -18.6% | +13.2% | -1.5% |
| 3M | -2.2% | -23.0% | +20.9% | +2.7% |
| 6M | +5.2% | -40.3% | +45.5% | +15.3% |
| YTD | +6.8% | -23.5% | +30.3% | +9.2% |
| 1Y | +5.9% | -31.1% | +37.0% | +11.1% |
| All | +5.9% | -32.2% | +38.1% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling