-49.8%
USAR vs SCHG
+5.5%
-55.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.3% | -7.1% | -9.4% |
| 7D | -21.8% | -2.5% | -19.2% | -15.8% |
| 30D | -39.9% | -5.4% | -34.5% | -29.0% |
| 3M | -52.5% | -2.2% | -50.4% | -48.8% |
| 6M | -67.9% | +5.2% | -73.1% | -70.6% |
| YTD | -31.1% | +6.8% | -37.9% | -38.4% |
| 1Y | -49.8% | +5.9% | -55.7% | -53.1% |
| All | -49.8% | +5.5% | -55.4% | -53.1% |
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 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