+87.0%
SCHW vs UEC
+134.5%
-47.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.0% | +5.7% | +1.0% |
| 7D | -2.8% | -4.3% | +1.5% | -2.6% |
| 30D | -0.1% | -3.8% | +3.8% | 0.0% |
| 3M | +20.6% | +17.0% | +3.6% | +19.0% |
| 6M | +15.9% | -23.9% | +39.8% | +16.7% |
| YTD | +8.5% | -5.7% | +14.1% | +7.3% |
| 1Y | +17.8% | -12.5% | +30.4% | +16.4% |
| All | +87.0% | +134.5% | -47.5% | +72.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling