+164.3%
EWY vs SCHW
+14.3%
+150.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +4.5% |
| 7D | +4.8% | -0.8% | +5.6% | +4.7% |
| 30D | +11.7% | +1.5% | +10.2% | +11.8% |
| 3M | -7.4% | +24.6% | -32.0% | -6.6% |
| 6M | +40.6% | +14.5% | +26.0% | +43.5% |
| YTD | +94.3% | +10.5% | +83.8% | +99.2% |
| 1Y | +164.3% | +13.4% | +150.9% | +169.3% |
| All | +164.3% | +14.3% | +150.0% | +169.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling