-9.3%
UL vs SCHG
+16.6%
-25.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.1% |
| 7D | -1.3% | -0.7% | -0.6% | -1.4% |
| 30D | +0.5% | +0.2% | +0.3% | +0.5% |
| 3M | +17.6% | +2.2% | +15.4% | +17.9% |
| 6M | -5.4% | +15.0% | -20.4% | -3.7% |
| YTD | +0.7% | +9.2% | -8.5% | +0.9% |
| 1Y | -9.3% | +15.7% | -25.0% | -7.9% |
| All | -9.3% | +16.6% | -25.9% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling