+186.8%
UAL vs SCHG
+79.3%
+107.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -0.7% |
| 7D | -3.0% | +2.7% | -5.8% | -6.4% |
| 30D | +10.5% | -5.2% | +15.6% | +18.4% |
| 3M | -13.5% | -5.2% | -8.3% | -7.2% |
| 6M | +14.2% | -0.6% | +14.8% | +15.3% |
| YTD | -2.2% | +4.7% | -7.0% | -7.6% |
| 1Y | +12.5% | +6.0% | +6.5% | +4.7% |
| 3Y | +186.8% | +78.9% | +107.9% | +66.4% |
| All | +186.8% | +79.3% | +107.5% | +66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling