+1,546.0%
SCHW vs URI
+7,172.6%
-5,626.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.4% |
| 7D | -1.3% | +2.5% | -3.8% | -2.1% |
| 30D | -0.4% | -12.5% | +12.2% | +4.0% |
| 3M | +21.7% | -6.2% | +27.9% | +23.2% |
| 6M | +13.0% | +25.9% | -12.9% | +1.7% |
| YTD | +8.0% | +26.2% | -18.2% | -3.7% |
| 1Y | +15.8% | +5.5% | +10.3% | +9.3% |
| 3Y | +87.7% | +125.0% | -37.2% | +32.7% |
| 5Y | +59.7% | +210.4% | -150.8% | -0.5% |
| 10Y | +292.9% | +1,157.2% | -864.3% | +44.7% |
| All | +1,546.0% | +7,172.6% | -5,626.6% | +104.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling