+75.8%
SCHW vs UMAC
+473.8%
-397.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | 0.0% |
| 7D | -1.9% | -3.4% | +1.5% | -1.8% |
| 30D | -1.6% | -15.1% | +13.5% | -1.5% |
| 3M | +21.3% | -10.8% | +32.0% | +21.1% |
| 6M | +16.5% | +15.7% | +0.8% | +15.1% |
| YTD | +8.4% | +80.1% | -71.7% | +5.8% |
| 1Y | +15.6% | +116.7% | -101.1% | +12.2% |
| All | +75.8% | +473.8% | -397.9% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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