+86.8%
SCHW vs ALL
+152.0%
-65.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.8% | -0.3% |
| 7D | -1.9% | -2.3% | +0.4% | -1.3% |
| 30D | -1.6% | -0.4% | -1.2% | -1.5% |
| 3M | +21.3% | +16.0% | +5.2% | +16.4% |
| 6M | +16.5% | +24.6% | -8.1% | +9.9% |
| YTD | +8.4% | +23.7% | -15.3% | +2.1% |
| 1Y | +15.6% | +27.7% | -12.1% | +7.7% |
| 3Y | +86.8% | +150.2% | -63.4% | +31.5% |
| All | +86.8% | +152.0% | -65.1% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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