+15.9%
SCHW vs UMC
+134.2%
-118.3%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.3% | +0.6% |
| 7D | -2.8% | +11.4% | -14.1% | -2.0% |
| 30D | -0.1% | +16.8% | -16.8% | +1.1% |
| 3M | +20.6% | +19.1% | +1.5% | +22.3% |
| 6M | +15.9% | +137.4% | -121.5% | +23.0% |
| All | +15.9% | +134.2% | -118.3% | +23.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling