+91.5%
SCHW vs USAR
+58.5%
+33.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.0% | +6.7% | +0.9% |
| 7D | -2.8% | -9.3% | +6.6% | -2.6% |
| 30D | -0.1% | -15.2% | +15.1% | +0.3% |
| 3M | +20.6% | -21.1% | +41.7% | +20.9% |
| 6M | +15.9% | -21.6% | +37.5% | +15.8% |
| YTD | +8.5% | +34.8% | -26.3% | +6.9% |
| 1Y | +17.8% | +15.6% | +2.2% | +16.3% |
| 3Y | +88.5% | +57.7% | +30.8% | +77.5% |
| All | +91.5% | +58.5% | +33.0% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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