+59.5%
SCHW vs UPS
-34.8%
+94.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -1.9% | -2.0% | +0.1% | -1.3% |
| 30D | -1.6% | -2.0% | +0.3% | -1.1% |
| 3M | +21.3% | -6.2% | +27.5% | +23.0% |
| 6M | +16.5% | +2.8% | +13.7% | +13.8% |
| YTD | +8.4% | +5.9% | +2.5% | +4.3% |
| 1Y | +15.6% | +26.2% | -10.6% | +4.0% |
| 3Y | +86.8% | -26.0% | +112.9% | +101.5% |
| All | +59.5% | -34.8% | +94.3% | +86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling