+294.9%
SCHW vs UEC
+885.8%
-590.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.2% | +5.1% | +0.6% |
| 7D | -1.9% | -9.4% | +7.6% | -0.7% |
| 30D | -1.6% | -8.0% | +6.4% | -0.9% |
| 3M | +21.3% | -1.7% | +23.0% | +20.6% |
| 6M | +16.5% | -26.1% | +42.6% | +18.3% |
| YTD | +8.4% | -10.5% | +18.9% | +6.5% |
| 1Y | +15.6% | -13.3% | +28.9% | +12.5% |
| 3Y | +86.8% | +116.4% | -29.5% | +50.8% |
| 5Y | +60.5% | +225.5% | -165.0% | +11.7% |
| All | +294.9% | +885.8% | -590.9% | +88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 10y: compounded portfolio wealth divided by compounded UEC 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…
10y analysis · Full analysis span regression · 6 months rolling