+59.5%
SCHW vs UMC
+143.5%
-84.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.4% | -0.3% |
| 7D | -1.9% | +9.0% | -10.9% | -2.9% |
| 30D | -1.6% | +17.2% | -18.9% | -3.6% |
| 3M | +21.3% | +11.4% | +9.9% | +17.7% |
| 6M | +16.5% | +137.5% | -121.0% | -2.6% |
| YTD | +8.4% | +193.1% | -184.7% | -14.9% |
| 1Y | +15.6% | +240.3% | -224.7% | -12.8% |
| 3Y | +86.8% | +262.2% | -175.3% | +34.5% |
| All | +59.5% | +143.5% | -84.0% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling