+13.4%
SCHW vs UL
-8.6%
+22.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -0.8% | -1.3% | +0.5% | -0.7% |
| 30D | +1.5% | +0.5% | +1.0% | +1.4% |
| 3M | +24.6% | +17.6% | +7.0% | +24.0% |
| 6M | +14.5% | -5.4% | +19.9% | +11.6% |
| YTD | +10.5% | +0.7% | +9.8% | +7.3% |
| 1Y | +13.4% | -9.3% | +22.6% | +17.5% |
| All | +13.4% | -8.6% | +22.0% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling