+145.8%
GOOG vs SCHW
+86.6%
+59.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | 0.0% | -1.9% | +1.9% | +0.5% |
| 30D | -2.0% | -1.6% | -0.3% | -1.6% |
| 3M | -5.9% | +21.3% | -27.1% | -9.9% |
| 6M | +8.9% | +16.5% | -7.6% | +5.0% |
| YTD | +7.1% | +8.4% | -1.3% | +4.8% |
| 1Y | +39.7% | +15.6% | +24.1% | +34.5% |
| 3Y | +145.8% | +86.8% | +59.0% | +121.8% |
| All | +145.8% | +86.6% | +59.2% | +121.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling