+95.7%
QQQ vs SCHW
+59.3%
+36.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | -0.6% | -1.9% | +1.3% | -0.1% |
| 30D | -1.2% | -1.6% | +0.4% | -0.8% |
| 3M | -0.2% | +21.3% | -21.5% | -5.7% |
| 6M | +17.9% | +16.5% | +1.4% | +12.2% |
| YTD | +16.6% | +8.4% | +8.2% | +13.2% |
| 1Y | +23.0% | +15.6% | +7.4% | +16.9% |
| 3Y | +92.9% | +86.8% | +6.1% | +57.4% |
| All | +95.7% | +59.3% | +36.5% | +63.6% |
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