+25.7%
USB vs SCHG
+69.4%
-43.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.6% | +1.3% |
| 7D | +2.6% | +2.7% | -0.2% | +1.0% |
| 30D | +8.4% | -5.2% | +13.6% | +11.4% |
| 3M | -5.5% | -5.2% | -0.4% | -3.0% |
| 6M | +17.7% | -0.6% | +18.3% | +17.4% |
| YTD | +17.6% | +4.7% | +12.8% | +13.5% |
| 1Y | +33.9% | +6.0% | +27.8% | +28.2% |
| 3Y | +103.8% | +78.9% | +24.9% | +43.8% |
| All | +25.7% | +69.4% | -43.8% | -14.4% |
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