+21.1%
SCHW vs URI
+203.0%
-181.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.8% |
| 7D | +1.6% | +6.7% | -5.1% | -0.5% |
| 30D | -3.9% | +8.9% | -12.8% | -6.8% |
| 3M | -15.3% | +0.5% | -15.8% | -16.0% |
| 6M | +2.3% | +20.7% | -18.4% | -5.7% |
| YTD | -6.0% | +40.0% | -46.1% | -20.2% |
| 1Y | -1.2% | +34.4% | -35.7% | -14.8% |
| 3Y | +78.8% | +149.5% | -70.7% | +8.5% |
| All | +21.1% | +203.0% | -181.9% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling