+1,004.7%
SCHG vs URA
-29.0%
+1,033.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -1.7% |
| 7D | -0.1% | +8.1% | -8.2% | -2.3% |
| 30D | -1.5% | +5.8% | -7.2% | -3.3% |
| 3M | +4.4% | +3.4% | +1.0% | +2.8% |
| 6M | +15.7% | -2.6% | +18.3% | +14.8% |
| YTD | +8.3% | +11.2% | -2.9% | +2.3% |
| 1Y | +14.2% | +19.8% | -5.6% | +4.1% |
| 3Y | +88.3% | +121.5% | -33.2% | +37.5% |
| 5Y | +83.5% | +134.5% | -51.0% | +26.2% |
| 10Y | +444.2% | +376.7% | +67.5% | +178.5% |
| All | +1,004.7% | -29.0% | +1,033.6% | +782.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling