+877.9%
SCHW vs BG
+1,192.5%
-314.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | +0.4% |
| 7D | -2.8% | +3.7% | -6.5% | -4.0% |
| 30D | -0.1% | +12.3% | -12.4% | -4.2% |
| 3M | +20.6% | -2.2% | +22.8% | +20.6% |
| 6M | +15.9% | +5.3% | +10.6% | +12.4% |
| YTD | +8.5% | +42.4% | -33.9% | -5.6% |
| 1Y | +17.8% | +55.2% | -37.3% | -1.2% |
| 3Y | +88.5% | +21.0% | +67.6% | +68.3% |
| 5Y | +60.6% | +87.1% | -26.5% | +20.4% |
| 10Y | +298.0% | +169.8% | +128.2% | +145.9% |
| All | +877.9% | +1,192.5% | -314.6% | +293.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling