+60.6%
SCHW vs UAL
+127.4%
-66.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | -2.8% | -2.0% | -0.8% | -2.3% |
| 30D | -0.1% | -15.7% | +15.6% | +3.9% |
| 3M | +20.6% | +3.6% | +17.0% | +18.6% |
| 6M | +15.9% | +16.9% | -0.9% | +9.1% |
| YTD | +8.5% | -4.8% | +13.3% | +7.2% |
| 1Y | +17.8% | -0.9% | +18.8% | +14.6% |
| 3Y | +88.5% | +124.5% | -35.9% | +36.2% |
| 5Y | +60.6% | +140.2% | -79.5% | +7.1% |
| All | +60.6% | +127.4% | -66.8% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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