+10,403.3%
URI vs SCHG
+1,135.4%
+9,267.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.6% |
| 7D | +2.5% | -0.1% | +2.6% | +2.5% |
| 30D | -12.5% | -1.5% | -11.1% | -10.9% |
| 3M | -6.2% | +4.4% | -10.6% | -12.0% |
| 6M | +25.9% | +15.7% | +10.1% | +2.0% |
| YTD | +26.2% | +8.3% | +17.9% | +11.5% |
| 1Y | +5.5% | +14.2% | -8.7% | -13.7% |
| 3Y | +125.0% | +88.3% | +36.7% | -9.6% |
| 5Y | +210.4% | +83.5% | +127.0% | +24.0% |
| 10Y | +1,157.2% | +444.2% | +713.0% | -28.5% |
| All | +10,403.3% | +1,135.4% | +9,267.9% | +37.5% |
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