+325.1%
SCHW vs ASX
+3,734.8%
-3,409.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.1% | -8.3% | -3.9% |
| 7D | -1.3% | +6.3% | -7.6% | -3.1% |
| 30D | -0.4% | +6.4% | -6.8% | -2.6% |
| 3M | +21.7% | +13.1% | +8.5% | +14.2% |
| 6M | +13.0% | +90.3% | -77.3% | -10.9% |
| YTD | +8.0% | +149.6% | -141.6% | -22.1% |
| 1Y | +15.8% | +249.2% | -233.4% | -25.2% |
| 3Y | +87.7% | +445.9% | -358.2% | +1.7% |
| 5Y | +59.7% | +477.7% | -418.1% | -17.9% |
| 10Y | +292.9% | +913.4% | -620.5% | +57.0% |
| All | +325.1% | +3,734.8% | -3,409.7% | -29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling