+294.9%
SCHW vs CAPR
-78.4%
+373.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | -1.9% | -11.0% | +9.1% | -1.7% |
| 30D | -1.6% | +99.8% | -101.4% | -3.1% |
| 3M | +21.3% | -66.6% | +87.8% | +22.0% |
| 6M | +16.5% | -75.1% | +91.6% | +17.7% |
| YTD | +8.4% | -71.0% | +79.4% | +9.1% |
| 1Y | +15.6% | +30.0% | -14.3% | +8.6% |
| 3Y | +86.8% | +29.0% | +57.9% | +69.8% |
| 5Y | +60.5% | +70.8% | -10.3% | +42.8% |
| All | +294.9% | -78.4% | +373.3% | +238.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded CAPR 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling