+59.5%
SCHW vs ASX
+444.1%
-384.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | -1.9% | +5.2% | -7.1% | -2.8% |
| 30D | -1.6% | +0.5% | -2.1% | -1.9% |
| 3M | +21.3% | +8.3% | +12.9% | +17.6% |
| 6M | +16.5% | +82.0% | -65.6% | -1.4% |
| YTD | +8.4% | +147.6% | -139.2% | -15.6% |
| 1Y | +15.6% | +258.8% | -243.2% | -18.9% |
| 3Y | +86.8% | +452.1% | -365.2% | +10.4% |
| All | +59.5% | +444.1% | -384.6% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 ASX 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