+745.6%
UAL vs SCHG
+1,135.4%
-389.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -1.9% |
| 7D | +3.4% | -0.1% | +3.5% | +3.5% |
| 30D | -16.5% | -1.5% | -15.0% | -15.1% |
| 3M | +2.8% | +4.4% | -1.6% | -2.0% |
| 6M | +17.6% | +15.7% | +1.8% | +0.2% |
| YTD | -3.2% | +8.3% | -11.5% | -10.8% |
| 1Y | +0.4% | +14.2% | -13.8% | -12.8% |
| 3Y | +128.2% | +88.3% | +39.9% | +15.8% |
| 5Y | +137.7% | +83.5% | +54.3% | +23.2% |
| 10Y | +99.1% | +444.2% | -345.1% | -72.2% |
| All | +745.6% | +1,135.4% | -389.8% | -58.6% |
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