+59.6%
SCHW vs A
-16.5%
+76.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.9% | +1.1% |
| 7D | -2.8% | -4.6% | +1.8% | -1.5% |
| 30D | -0.1% | -4.3% | +4.2% | +1.0% |
| 3M | +20.6% | +8.9% | +11.6% | +17.0% |
| 6M | +15.9% | +24.5% | -8.6% | +7.2% |
| YTD | +8.5% | +5.8% | +2.7% | +5.5% |
| 1Y | +17.8% | +16.2% | +1.6% | +10.4% |
| 3Y | +88.5% | +28.5% | +60.1% | +63.6% |
| All | +59.6% | -16.5% | +76.2% | +53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling