+221.0%
SCHW vs U
-43.0%
+264.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -2.5% |
| 7D | -1.3% | +4.5% | -5.8% | -1.7% |
| 30D | -0.4% | -0.6% | +0.2% | -0.4% |
| 3M | +21.7% | +48.4% | -26.8% | +17.0% |
| 6M | +13.0% | +115.4% | -102.4% | +4.6% |
| YTD | +8.0% | -3.2% | +11.2% | +6.5% |
| 1Y | +15.8% | -6.0% | +21.9% | +13.8% |
| 3Y | +87.7% | +13.5% | +74.3% | +75.0% |
| 5Y | +59.7% | -68.0% | +127.7% | +51.9% |
| All | +221.0% | -43.0% | +264.0% | +201.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling