+294.9%
SCHW vs UL
+66.7%
+228.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | -1.9% | -3.4% | +1.5% | -0.9% |
| 30D | -1.6% | +0.5% | -2.1% | -1.8% |
| 3M | +21.3% | +7.2% | +14.0% | +18.6% |
| 6M | +16.5% | -3.1% | +19.5% | +17.0% |
| YTD | +8.4% | -2.7% | +11.1% | +8.4% |
| 1Y | +15.6% | -10.2% | +25.9% | +18.2% |
| 3Y | +86.8% | +20.3% | +66.6% | +71.6% |
| 5Y | +60.5% | +19.9% | +40.6% | +45.2% |
| All | +294.9% | +66.7% | +228.2% | +257.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling