+13.4%
SCHW vs UPS
+27.3%
-13.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -1.0% |
| 7D | -0.8% | -2.9% | +2.1% | -0.8% |
| 30D | +1.5% | -3.5% | +5.0% | +1.5% |
| 3M | +24.6% | -5.7% | +30.3% | +24.4% |
| 6M | +14.5% | -4.4% | +18.9% | +14.0% |
| YTD | +10.5% | +8.0% | +2.5% | +8.6% |
| 1Y | +13.4% | +29.0% | -15.7% | +11.1% |
| All | +13.4% | +27.3% | -13.9% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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