+78.8%
SCHW vs URI
+153.1%
-74.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.6% |
| 7D | +1.6% | +6.7% | -5.1% | +0.4% |
| 30D | -3.9% | +8.9% | -12.8% | -5.6% |
| 3M | -15.3% | +0.5% | -15.8% | -15.7% |
| 6M | +2.3% | +20.7% | -18.4% | -2.6% |
| YTD | -6.0% | +40.0% | -46.1% | -15.2% |
| 1Y | -1.2% | +34.4% | -35.7% | -9.8% |
| 3Y | +78.8% | +149.5% | -70.7% | +16.8% |
| All | +78.8% | +153.1% | -74.4% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling