+22.0%
USB vs SCHG
+64.3%
-42.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -1.1% |
| 7D | 0.0% | -3.4% | +3.4% | +1.9% |
| 30D | +5.8% | -10.1% | +16.0% | +12.1% |
| 3M | -6.0% | -6.3% | +0.4% | -2.8% |
| 6M | +7.8% | -1.8% | +9.5% | +8.2% |
| YTD | +14.6% | +1.9% | +12.7% | +12.3% |
| 1Y | +31.8% | +2.6% | +29.2% | +28.6% |
| 3Y | +91.5% | +78.4% | +13.1% | +35.5% |
| All | +22.0% | +64.3% | -42.2% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling