+754.0%
UAL vs SCHG
+1,094.5%
-340.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -0.8% |
| 7D | -3.0% | +2.7% | -5.8% | -5.9% |
| 30D | +10.5% | -5.2% | +15.6% | +17.3% |
| 3M | -13.5% | -5.2% | -8.3% | -8.0% |
| 6M | +14.2% | -0.6% | +14.8% | +15.4% |
| YTD | -2.2% | +4.7% | -7.0% | -6.2% |
| 1Y | +12.5% | +6.0% | +6.5% | +6.5% |
| 3Y | +186.8% | +78.9% | +107.9% | +54.4% |
| 5Y | +119.4% | +69.9% | +49.5% | +24.7% |
| 10Y | +81.4% | +433.0% | -351.6% | -74.1% |
| All | +754.0% | +1,094.5% | -340.6% | -56.5% |
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