+908.1%
SCHW vs UAL
+242.1%
+666.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.6% |
| 7D | -0.8% | +0.7% | -1.5% | -1.0% |
| 30D | +1.5% | -16.1% | +17.6% | +5.6% |
| 3M | +24.6% | +6.1% | +18.4% | +21.9% |
| 6M | +14.5% | +10.8% | +3.7% | +9.6% |
| YTD | +10.5% | -0.4% | +10.9% | +8.0% |
| 1Y | +13.4% | +5.0% | +8.3% | +8.9% |
| 3Y | +88.3% | +124.0% | -35.8% | +43.4% |
| 5Y | +62.1% | +141.0% | -78.9% | +17.7% |
| 10Y | +297.3% | +118.0% | +179.3% | +166.0% |
| All | +908.1% | +242.1% | +666.0% | +306.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling