+87.0%
SCHW vs URA
+107.9%
-20.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.0% | +4.7% | +1.2% |
| 7D | -2.8% | -1.5% | -1.2% | -2.6% |
| 30D | -0.1% | -0.4% | +0.3% | -0.2% |
| 3M | +20.6% | +6.3% | +14.3% | +19.1% |
| 6M | +15.9% | -14.0% | +29.9% | +17.3% |
| YTD | +8.5% | +5.3% | +3.2% | +5.5% |
| 1Y | +17.8% | +11.7% | +6.2% | +12.5% |
| All | +87.0% | +107.9% | -20.9% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 3y: compounded portfolio wealth divided by compounded URA 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…
3y analysis · Full analysis span regression · 6 months rolling