+490.4%
SCHW vs UPS
+235.6%
+254.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | 0.0% | +0.2% |
| 7D | -2.8% | -3.4% | +0.6% | -0.5% |
| 30D | -0.1% | -2.7% | +2.7% | +1.7% |
| 3M | +20.6% | -1.6% | +22.2% | +20.1% |
| 6M | +15.9% | +2.3% | +13.6% | +10.7% |
| YTD | +8.5% | +5.6% | +2.9% | +0.6% |
| 1Y | +17.8% | +27.1% | -9.2% | -4.9% |
| 3Y | +88.5% | -26.3% | +114.8% | +106.4% |
| 5Y | +60.6% | -34.5% | +95.1% | +85.3% |
| 10Y | +298.0% | +37.1% | +260.9% | +125.7% |
| All | +490.4% | +235.6% | +254.8% | +47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling