+106.2%
UAL vs SCHG
+459.0%
-352.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.3% | +2.2% |
| 7D | -1.4% | -1.0% | -0.4% | -0.2% |
| 30D | -12.2% | -1.3% | -11.0% | -11.0% |
| 3M | -2.5% | +5.4% | -7.9% | -8.0% |
| 6M | +21.1% | +14.4% | +6.7% | +5.1% |
| YTD | -1.8% | +8.0% | -9.8% | -8.9% |
| 1Y | +0.4% | +12.7% | -12.3% | -11.1% |
| 3Y | +130.3% | +85.6% | +44.7% | +23.0% |
| 5Y | +147.7% | +85.5% | +62.2% | +31.8% |
| All | +106.2% | +459.0% | -352.8% | -70.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling