+13.4%
SCHW vs UMC
+209.4%
-196.1%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.6% | -5.6% | -0.8% |
| 7D | -0.8% | +5.0% | -5.7% | -0.5% |
| 30D | +1.5% | +7.7% | -6.2% | +1.9% |
| 3M | +24.6% | +1.7% | +22.9% | +24.7% |
| 6M | +14.5% | +113.9% | -99.4% | +16.7% |
| YTD | +10.5% | +168.9% | -158.4% | +11.8% |
| 1Y | +13.4% | +207.2% | -193.8% | +7.8% |
| All | +13.4% | +209.4% | -196.1% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 1y: compounded portfolio wealth divided by compounded UMC 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…
1y analysis · Full analysis span regression · 6 months rolling