+205.8%
RSP vs SCHW
+301.0%
-95.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -1.9% | -1.9% | 0.0% | -1.2% |
| 30D | -2.8% | -1.6% | -1.2% | -2.3% |
| 3M | +2.8% | +21.3% | -18.4% | -4.2% |
| 6M | +10.2% | +16.5% | -6.3% | +3.7% |
| YTD | +13.1% | +8.4% | +4.7% | +8.8% |
| 1Y | +14.8% | +15.6% | -0.9% | +7.7% |
| 3Y | +52.6% | +86.8% | -34.2% | +17.6% |
| 5Y | +51.6% | +60.5% | -8.9% | +18.0% |
| All | +205.8% | +301.0% | -95.2% | +55.0% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling