+13,245.4%
GOOG vs SCHW
+1,415.6%
+11,829.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | -2.5% | -2.8% | +0.3% | -1.6% |
| 30D | -3.6% | -0.1% | -3.6% | -3.6% |
| 3M | -6.4% | +20.6% | -27.0% | -12.3% |
| 6M | +7.8% | +15.9% | -8.2% | +2.1% |
| YTD | +5.5% | +8.5% | -3.0% | +1.9% |
| 1Y | +38.3% | +17.8% | +20.4% | +29.6% |
| 3Y | +143.1% | +88.5% | +54.6% | +90.0% |
| 5Y | +135.0% | +60.6% | +74.4% | +85.8% |
| 10Y | +778.1% | +298.0% | +480.0% | +365.6% |
| All | +13,245.4% | +1,415.6% | +11,829.8% | +4,175.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling