+1,842.6%
UMC vs SCHG
+459.0%
+1,383.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +1.6% |
| 7D | +9.0% | -1.0% | +10.0% | +9.9% |
| 30D | +17.2% | -1.3% | +18.5% | +18.3% |
| 3M | +11.4% | +5.4% | +6.0% | +6.8% |
| 6M | +137.5% | +14.4% | +123.1% | +114.4% |
| YTD | +193.1% | +8.0% | +185.1% | +176.4% |
| 1Y | +240.3% | +12.7% | +227.6% | +210.0% |
| 3Y | +262.2% | +85.6% | +176.6% | +116.3% |
| 5Y | +143.1% | +85.5% | +57.6% | +43.9% |
| All | +1,842.6% | +459.0% | +1,383.6% | +481.7% |
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