+51,606.1%
SCHW vs UL
+2,550.6%
+49,055.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.4% |
| 7D | -2.8% | -4.1% | +1.3% | -0.9% |
| 30D | -0.1% | -1.2% | +1.1% | +0.5% |
| 3M | +20.6% | +6.0% | +14.6% | +16.9% |
| 6M | +15.9% | -5.5% | +21.4% | +18.0% |
| YTD | +8.5% | -3.3% | +11.8% | +8.7% |
| 1Y | +17.8% | -9.8% | +27.6% | +21.5% |
| 3Y | +88.5% | +20.1% | +68.4% | +66.4% |
| 5Y | +60.6% | +19.2% | +41.4% | +39.1% |
| 10Y | +298.0% | +65.4% | +232.6% | +178.5% |
| All | +51,606.1% | +2,550.6% | +49,055.6% | +9,412.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling