+346.8%
SCHW vs UMC
+283.0%
+63.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.3% | +1.5% |
| 7D | -2.8% | +11.4% | -14.1% | -6.2% |
| 30D | -0.1% | +16.8% | -16.8% | -5.2% |
| 3M | +20.6% | +19.1% | +1.5% | +9.6% |
| 6M | +15.9% | +137.4% | -121.5% | -18.3% |
| YTD | +8.5% | +186.4% | -177.9% | -29.8% |
| 1Y | +17.8% | +229.1% | -211.2% | -27.6% |
| 3Y | +88.5% | +257.9% | -169.4% | +8.9% |
| 5Y | +60.6% | +137.5% | -76.9% | +2.6% |
| 10Y | +298.0% | +1,808.2% | -1,510.1% | +2.0% |
| All | +346.8% | +283.0% | +63.9% | +12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling