+228.4%
UNH vs SCHW
+301.0%
-72.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.3% |
| 7D | -4.5% | -1.9% | -2.7% | -4.1% |
| 30D | -6.5% | -1.6% | -4.9% | -6.2% |
| 3M | -6.0% | +21.3% | -27.3% | -10.5% |
| 6M | +33.7% | +16.5% | +17.2% | +28.2% |
| YTD | +16.4% | +8.4% | +8.0% | +13.3% |
| 1Y | +10.1% | +15.6% | -5.6% | +5.4% |
| 3Y | -16.3% | +86.8% | -103.2% | -31.4% |
| 5Y | +2.1% | +60.5% | -58.4% | -16.5% |
| All | +228.4% | +301.0% | -72.6% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 SCHW 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