+60.6%
SCHW vs U
-68.9%
+129.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.9% |
| 7D | -2.8% | 0.0% | -2.7% | -2.8% |
| 30D | -0.1% | -4.1% | +4.1% | +0.4% |
| 3M | +20.6% | +57.8% | -37.2% | +14.4% |
| 6M | +15.9% | +103.5% | -87.6% | +6.5% |
| YTD | +8.5% | -4.8% | +13.2% | +6.9% |
| 1Y | +17.8% | -2.4% | +20.2% | +15.0% |
| 3Y | +88.5% | +11.7% | +76.9% | +73.9% |
| 5Y | +60.6% | -68.9% | +129.5% | +58.4% |
| All | +60.6% | -68.9% | +129.5% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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