+652.4%
SCHW vs UEC
+65.7%
+586.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.0% | +5.7% | +1.2% |
| 7D | -2.8% | -4.3% | +1.5% | -2.4% |
| 30D | -0.1% | -3.8% | +3.8% | +0.1% |
| 3M | +20.6% | +17.0% | +3.6% | +17.9% |
| 6M | +15.9% | -23.9% | +39.8% | +17.1% |
| YTD | +8.5% | -5.7% | +14.1% | +6.5% |
| 1Y | +17.8% | -12.5% | +30.4% | +15.5% |
| 3Y | +88.5% | +136.5% | -47.9% | +59.8% |
| 5Y | +60.6% | +243.3% | -182.7% | +23.8% |
| 10Y | +298.0% | +939.6% | -641.6% | +145.3% |
| All | +652.4% | +65.7% | +586.7% | +338.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling