+33.6%
USB vs SCHG
+14.4%
+19.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.1% |
| 7D | +2.1% | -0.1% | +2.1% | +2.1% |
| 30D | -2.3% | -1.5% | -0.8% | -1.7% |
| 3M | +13.9% | +4.4% | +9.5% | +11.9% |
| 6M | +21.6% | +15.7% | +5.9% | +12.9% |
| YTD | +19.3% | +8.3% | +11.0% | +13.5% |
| 1Y | +33.6% | +14.2% | +19.3% | +26.4% |
| All | +33.6% | +14.4% | +19.1% | +26.4% |
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