+384.8%
SCHW vs A
+434.5%
-49.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.3% |
| 7D | -1.6% | -4.4% | +2.8% | +0.4% |
| 30D | -1.1% | -2.7% | +1.6% | -0.1% |
| 3M | +20.4% | +7.0% | +13.3% | +15.9% |
| 6M | +13.6% | +24.6% | -11.0% | +1.0% |
| YTD | +7.7% | +7.0% | +0.7% | +2.1% |
| 1Y | +15.2% | +15.6% | -0.4% | +4.7% |
| 3Y | +87.1% | +29.9% | +57.2% | +55.8% |
| 5Y | +57.5% | -15.4% | +72.9% | +55.4% |
| 10Y | +295.1% | +248.9% | +46.3% | +102.9% |
| All | +384.8% | +434.5% | -49.7% | +56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling