+295.2%
SCHW vs CAPR
-78.6%
+373.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.9% | +4.7% | +0.8% |
| 7D | -2.8% | -10.6% | +7.8% | -2.6% |
| 30D | -0.1% | +111.2% | -111.2% | -1.6% |
| 3M | +20.6% | -67.2% | +87.8% | +21.4% |
| 6M | +15.9% | -75.1% | +91.1% | +17.2% |
| YTD | +8.5% | -71.2% | +79.7% | +9.2% |
| 1Y | +17.8% | +31.1% | -13.3% | +10.7% |
| 3Y | +88.5% | +31.3% | +57.2% | +71.2% |
| 5Y | +60.6% | +69.4% | -8.8% | +42.9% |
| All | +295.2% | -78.6% | +373.8% | +238.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling