+3.9%
URI vs SCHG
+12.1%
-8.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.4% | -3.7% |
| 7D | -0.5% | -2.7% | +2.3% | +0.8% |
| 30D | -13.4% | -2.2% | -11.1% | -12.5% |
| 3M | -6.2% | +6.2% | -12.4% | -9.0% |
| 6M | +28.0% | +13.4% | +14.6% | +18.2% |
| YTD | +23.0% | +7.1% | +15.8% | +17.7% |
| All | +3.9% | +12.1% | -8.1% | -3.8% |
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