+124.6%
UAL vs SCHG
+85.5%
+39.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -0.1% |
| 7D | -1.1% | -0.9% | -0.3% | 0.0% |
| 30D | -13.4% | -2.3% | -11.2% | -10.8% |
| 3M | -2.3% | +4.5% | -6.8% | -7.6% |
| 6M | +13.3% | +13.6% | -0.2% | -3.7% |
| YTD | -4.2% | +7.6% | -11.8% | -12.5% |
| 1Y | +1.4% | +13.0% | -11.7% | -13.1% |
| All | +124.6% | +85.5% | +39.2% | +15.0% |
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