+33.0%
USB vs SCHG
+4.3%
+28.7%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.3% | +1.5% |
| 7D | +0.8% | +0.3% | +0.5% | +0.6% |
| 30D | +6.8% | -7.2% | +14.0% | +9.6% |
| 3M | -3.8% | -4.7% | +0.9% | -2.4% |
| 6M | +11.7% | +0.1% | +11.6% | +11.1% |
| YTD | +17.5% | +4.8% | +12.7% | +12.2% |
| All | +33.0% | +4.3% | +28.7% | +28.2% |
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