+53.0%
USAR vs SCHG
+86.3%
-33.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.5% |
| 7D | -11.6% | -1.0% | -10.6% | -11.1% |
| 30D | -15.5% | -1.3% | -14.2% | -14.8% |
| 3M | -31.0% | +5.4% | -36.5% | -32.5% |
| 6M | -26.2% | +14.4% | -40.6% | -29.1% |
| YTD | +30.8% | +8.0% | +22.7% | +26.4% |
| 1Y | +7.1% | +12.7% | -5.6% | +3.6% |
| 3Y | +53.0% | +85.6% | -32.6% | +54.5% |
| All | +53.0% | +86.3% | -33.3% | +54.5% |
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 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