+64.4%
UL vs SCHG
+459.0%
-394.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | +0.4% |
| 7D | -3.4% | -1.0% | -2.4% | -3.1% |
| 30D | +0.5% | -1.3% | +1.7% | +0.9% |
| 3M | +7.2% | +5.4% | +1.8% | +5.4% |
| 6M | -3.1% | +14.4% | -17.5% | -7.4% |
| YTD | -2.7% | +8.0% | -10.7% | -5.4% |
| 1Y | -10.2% | +12.7% | -23.0% | -14.2% |
| 3Y | +20.3% | +85.6% | -65.4% | -6.9% |
| 5Y | +19.9% | +85.5% | -65.6% | -8.7% |
| All | +64.4% | +459.0% | -394.6% | -33.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling