+54.9%
SCHW vs AS
+123.4%
-68.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.5% |
| 7D | +1.6% | -4.9% | +6.5% | +2.2% |
| 30D | -3.9% | +3.9% | -7.8% | -4.4% |
| 3M | -15.3% | -9.6% | -5.7% | -14.5% |
| 6M | +2.3% | -8.7% | +10.9% | +2.9% |
| YTD | -6.0% | -19.8% | +13.8% | -4.4% |
| 1Y | -1.2% | -1.5% | +0.3% | -1.9% |
| All | +54.9% | +123.4% | -68.5% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling