-0.5%
UNH vs SCHW
+59.3%
-59.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -4.5% | -1.9% | -2.7% | -4.4% |
| 30D | -6.5% | -1.6% | -4.9% | -6.4% |
| 3M | -6.0% | +21.3% | -27.3% | -7.9% |
| 6M | +33.7% | +16.5% | +17.2% | +31.4% |
| YTD | +16.4% | +8.4% | +8.0% | +15.1% |
| 1Y | +10.1% | +15.6% | -5.6% | +8.1% |
| 3Y | -16.3% | +86.8% | -103.2% | -23.3% |
| All | -0.5% | +59.3% | -59.8% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling