+140.2%
UAL vs SCHG
+81.2%
+59.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.1% |
| 7D | -2.0% | -2.7% | +0.7% | +1.1% |
| 30D | -15.7% | -2.2% | -13.5% | -13.6% |
| 3M | +3.6% | +6.2% | -2.6% | -3.0% |
| 6M | +16.9% | +13.4% | +3.5% | +2.3% |
| YTD | -4.8% | +7.1% | -11.9% | -11.1% |
| 1Y | -0.9% | +12.5% | -13.5% | -12.3% |
| 3Y | +124.5% | +86.2% | +38.3% | +22.0% |
| 5Y | +140.2% | +83.9% | +56.2% | +33.1% |
| All | +140.2% | +81.2% | +59.0% | +33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling