+59.6%
SCHW vs UL
+17.9%
+41.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.0% |
| 7D | -2.8% | -4.1% | +1.3% | -2.0% |
| 30D | -0.1% | -1.2% | +1.1% | +0.2% |
| 3M | +20.6% | +6.0% | +14.6% | +19.1% |
| 6M | +15.9% | -5.5% | +21.4% | +16.9% |
| YTD | +8.5% | -3.3% | +11.8% | +8.5% |
| 1Y | +17.8% | -9.8% | +27.6% | +19.5% |
| 3Y | +88.5% | +20.1% | +68.4% | +75.4% |
| All | +59.6% | +17.9% | +41.7% | +45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling