+202.6%
UL vs SCHG
+1,121.7%
-919.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -0.9% | -1.2% |
| 7D | -4.1% | -2.7% | -1.3% | -2.9% |
| 30D | -1.2% | -2.2% | +1.0% | -0.3% |
| 3M | +6.0% | +6.2% | -0.2% | +3.1% |
| 6M | -5.5% | +13.4% | -18.8% | -10.8% |
| YTD | -3.3% | +7.1% | -10.4% | -6.7% |
| 1Y | -9.8% | +12.5% | -22.3% | -15.1% |
| 3Y | +20.1% | +86.2% | -66.0% | -14.2% |
| 5Y | +19.2% | +83.9% | -64.7% | -16.5% |
| 10Y | +65.4% | +451.3% | -385.9% | -46.4% |
| All | +202.6% | +1,121.7% | -919.1% | -45.9% |
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 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