+291.5%
C vs SCHW
+301.3%
-9.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.1% |
| 7D | +0.3% | -2.8% | +3.0% | +2.0% |
| 30D | +2.0% | -0.1% | +2.1% | +1.9% |
| 3M | +4.4% | +20.6% | -16.2% | -7.4% |
| 6M | +28.3% | +15.9% | +12.4% | +16.0% |
| YTD | +20.5% | +8.5% | +12.0% | +13.4% |
| 1Y | +45.5% | +17.8% | +27.7% | +30.1% |
| 3Y | +274.0% | +88.5% | +185.5% | +143.4% |
| 5Y | +136.1% | +60.6% | +75.5% | +54.7% |
| All | +291.5% | +301.3% | -9.8% | +21.7% |
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