+72.4%
UBER vs SCHG
+261.9%
-189.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -2.2% |
| 7D | -5.4% | -1.0% | -4.4% | -4.3% |
| 30D | -4.9% | -1.3% | -3.6% | -3.6% |
| 3M | +3.0% | +5.4% | -2.4% | -3.2% |
| 6M | -4.4% | +14.4% | -18.8% | -18.2% |
| YTD | -12.3% | +8.0% | -20.3% | -20.1% |
| 1Y | -24.3% | +12.7% | -37.0% | -34.3% |
| 3Y | +46.4% | +85.6% | -39.2% | -30.5% |
| 5Y | +79.7% | +85.5% | -5.8% | -12.8% |
| All | +72.4% | +261.9% | -189.5% | -63.8% |
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