+12,560.5%
SCHW vs ALL
+3,579.2%
+8,981.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.1% | -0.8% |
| 7D | -1.3% | -1.7% | +0.4% | -0.3% |
| 30D | -0.4% | -4.7% | +4.3% | +2.4% |
| 3M | +21.7% | +18.4% | +3.3% | +9.0% |
| 6M | +13.0% | +20.5% | -7.6% | -0.1% |
| YTD | +8.0% | +23.5% | -15.5% | -6.7% |
| 1Y | +15.8% | +29.0% | -13.2% | -3.1% |
| 3Y | +87.7% | +153.7% | -66.0% | -0.6% |
| 5Y | +59.7% | +114.8% | -55.1% | -8.4% |
| 10Y | +292.9% | +356.1% | -63.3% | +39.5% |
| All | +12,560.5% | +3,579.2% | +8,981.3% | +1,612.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling