+83.9%
SCHG vs URA
+121.8%
-37.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.5% | +0.6% |
| 7D | -2.7% | -1.5% | -1.2% | -2.4% |
| 30D | -2.2% | -0.4% | -1.8% | -2.3% |
| 3M | +6.2% | +6.3% | -0.1% | +3.9% |
| 6M | +13.4% | -14.0% | +27.3% | +16.4% |
| YTD | +7.1% | +5.3% | +1.8% | +2.7% |
| 1Y | +12.5% | +11.7% | +0.8% | +4.6% |
| 3Y | +86.2% | +109.8% | -23.6% | +36.6% |
| 5Y | +83.9% | +108.0% | -24.0% | +28.4% |
| All | +83.9% | +121.8% | -37.9% | +28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling