+130.5%
URI vs SCHG
+85.5%
+45.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.9% |
| 7D | +5.0% | -0.9% | +5.9% | +5.8% |
| 30D | -9.4% | -2.3% | -7.1% | -7.6% |
| 3M | -5.8% | +4.5% | -10.3% | -9.8% |
| 6M | +25.8% | +13.6% | +12.3% | +10.9% |
| YTD | +27.9% | +7.6% | +20.3% | +18.7% |
| 1Y | +9.7% | +13.0% | -3.3% | -3.4% |
| All | +130.5% | +85.5% | +45.0% | +19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling