+187.9%
SCHW vs URI
+1,173.3%
-985.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.2% |
| 7D | +2.0% | +6.7% | -4.7% | -0.7% |
| 30D | -3.6% | +8.9% | -12.5% | -7.3% |
| 3M | -15.0% | +0.5% | -15.5% | -16.0% |
| 6M | +2.6% | +20.7% | -18.0% | -7.1% |
| YTD | -5.7% | +40.0% | -45.7% | -22.4% |
| 1Y | -0.9% | +34.4% | -35.3% | -17.1% |
| 3Y | +79.4% | +149.5% | -70.1% | +7.2% |
| 5Y | +21.2% | +205.6% | -184.3% | -36.2% |
| All | +187.9% | +1,173.3% | -985.5% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 10y: compounded portfolio wealth divided by compounded URI 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…
10y analysis · Full analysis span regression · 6 months rolling