+89.2%
USB vs SCHG
+444.4%
-355.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.3% | +0.6% |
| 7D | +0.8% | +0.3% | +0.5% | +0.5% |
| 30D | +6.8% | -7.2% | +14.0% | +12.0% |
| 3M | -3.8% | -4.7% | +0.9% | -1.0% |
| 6M | +11.7% | +0.1% | +11.6% | +10.8% |
| YTD | +17.5% | +4.8% | +12.7% | +12.6% |
| 1Y | +33.8% | +5.8% | +28.0% | +27.3% |
| 3Y | +104.2% | +82.5% | +21.7% | +30.8% |
| 5Y | +26.4% | +69.8% | -43.3% | -16.1% |
| 10Y | +89.2% | +432.6% | -343.4% | -52.8% |
| All | +89.2% | +444.4% | -355.2% | -52.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling