-37.8%
U vs SCHG
+155.2%
-193.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | +0.9% |
| 7D | +4.4% | -0.9% | +5.2% | +6.2% |
| 30D | -1.3% | -2.3% | +1.0% | +3.1% |
| 3M | +49.6% | +4.5% | +45.1% | +37.2% |
| 6M | +100.2% | +13.6% | +86.6% | +55.7% |
| YTD | -3.7% | +7.6% | -11.3% | -14.8% |
| 1Y | -6.5% | +13.0% | -19.5% | -24.1% |
| 3Y | +12.9% | +87.0% | -74.1% | -67.9% |
| 5Y | -68.3% | +82.9% | -151.1% | -89.1% |
| All | -37.8% | +155.2% | -193.0% | -87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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