+86.8%
SCHW vs BG
+18.0%
+68.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | +0.1% |
| 7D | -1.9% | +3.1% | -5.0% | -2.1% |
| 30D | -1.6% | +10.2% | -11.9% | -2.5% |
| 3M | +21.3% | -1.7% | +22.9% | +21.4% |
| 6M | +16.5% | +1.0% | +15.5% | +16.1% |
| YTD | +8.4% | +39.9% | -31.5% | +3.1% |
| 1Y | +15.6% | +53.2% | -37.6% | +8.1% |
| 3Y | +86.8% | +16.3% | +70.6% | +87.8% |
| All | +86.8% | +18.0% | +68.9% | +87.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling