+294.9%
SCHW vs BG
+166.7%
+128.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | +0.5% |
| 7D | -1.9% | +3.1% | -5.0% | -2.9% |
| 30D | -1.6% | +10.2% | -11.9% | -4.9% |
| 3M | +21.3% | -1.7% | +22.9% | +21.1% |
| 6M | +16.5% | +1.0% | +15.5% | +14.7% |
| YTD | +8.4% | +39.9% | -31.5% | -4.8% |
| 1Y | +15.6% | +53.2% | -37.6% | -2.4% |
| 3Y | +86.8% | +16.3% | +70.6% | +70.5% |
| 5Y | +60.5% | +83.9% | -23.4% | +19.8% |
| All | +294.9% | +166.7% | +128.2% | +137.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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