+1,186.3%
URI vs SCHG
+459.0%
+727.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.9% |
| 7D | -2.1% | -1.0% | -1.0% | -1.0% |
| 30D | -12.4% | -1.3% | -11.1% | -11.3% |
| 3M | -7.3% | +5.4% | -12.7% | -12.9% |
| 6M | +27.2% | +14.4% | +12.8% | +8.7% |
| YTD | +23.0% | +8.0% | +14.9% | +11.7% |
| 1Y | +3.9% | +12.7% | -8.8% | -10.2% |
| 3Y | +121.6% | +85.6% | +36.0% | +9.0% |
| 5Y | +201.1% | +85.5% | +115.5% | +45.9% |
| All | +1,186.3% | +459.0% | +727.3% | +19.9% |
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 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