+333.6%
USB vs SCHG
+1,062.6%
-729.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -1.3% |
| 7D | 0.0% | -3.4% | +3.4% | +2.6% |
| 30D | +5.8% | -10.1% | +16.0% | +14.5% |
| 3M | -6.0% | -6.3% | +0.4% | -1.6% |
| 6M | +7.8% | -1.8% | +9.5% | +8.2% |
| YTD | +14.6% | +1.9% | +12.7% | +11.5% |
| 1Y | +31.8% | +2.6% | +29.2% | +27.3% |
| 3Y | +91.5% | +78.4% | +13.1% | +16.3% |
| 5Y | +22.0% | +64.6% | -42.5% | -22.9% |
| 10Y | +96.1% | +436.3% | -340.2% | -62.9% |
| All | +333.6% | +1,062.6% | -729.0% | -64.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling