+86.8%
SCHW vs A
+31.5%
+55.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.7% | -0.6% |
| 7D | -1.9% | -2.6% | +0.7% | -1.4% |
| 30D | -1.6% | -0.9% | -0.7% | -1.6% |
| 3M | +21.3% | +13.6% | +7.6% | +17.9% |
| 6M | +16.5% | +27.8% | -11.3% | +9.8% |
| YTD | +8.4% | +8.6% | -0.2% | +6.1% |
| 1Y | +15.6% | +16.9% | -1.2% | +10.7% |
| 3Y | +86.8% | +32.9% | +53.9% | +65.0% |
| All | +86.8% | +31.5% | +55.3% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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