+86.8%
SCHW vs ULTA
+31.2%
+55.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.3% |
| 7D | -1.9% | -3.1% | +1.2% | -1.5% |
| 30D | -1.6% | +2.8% | -4.4% | -2.0% |
| 3M | +21.3% | +14.8% | +6.5% | +18.8% |
| 6M | +16.5% | -16.2% | +32.7% | +19.3% |
| YTD | +8.4% | -9.6% | +18.0% | +9.5% |
| 1Y | +15.6% | +4.8% | +10.9% | +13.4% |
| 3Y | +86.8% | +30.7% | +56.2% | +56.2% |
| All | +86.8% | +31.2% | +55.6% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 3y: compounded portfolio wealth divided by compounded ULTA 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…
3y analysis · Full analysis span regression · 6 months rolling