+105.9%
USB vs SCHG
+443.2%
-337.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.9% |
| 7D | +2.1% | -0.1% | +2.1% | +2.1% |
| 30D | -2.3% | -1.5% | -0.8% | -1.3% |
| 3M | +13.9% | +4.4% | +9.5% | +10.3% |
| 6M | +21.6% | +15.7% | +5.9% | +9.3% |
| YTD | +19.3% | +8.3% | +11.0% | +12.3% |
| 1Y | +33.6% | +14.2% | +19.3% | +20.8% |
| 3Y | +97.7% | +88.3% | +9.5% | +24.5% |
| 5Y | +40.4% | +83.5% | -43.0% | -11.9% |
| 10Y | +105.9% | +444.2% | -338.3% | -50.6% |
| All | +105.9% | +443.2% | -337.3% | -50.6% |
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