+50.1%
SCHW vs COMP
-51.7%
+101.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -0.5% |
| 7D | -0.6% | +2.2% | -2.8% | -1.0% |
| 30D | -4.4% | +16.3% | -20.7% | -6.0% |
| 3M | -13.6% | -19.1% | +5.5% | -12.2% |
| 6M | +5.9% | +17.1% | -11.2% | +3.5% |
| YTD | -6.2% | -2.9% | -3.3% | -7.6% |
| 1Y | -2.2% | +8.8% | -11.0% | -4.8% |
| 3Y | +76.9% | +423.5% | -346.6% | +40.1% |
| 5Y | +21.6% | -10.5% | +32.1% | +11.6% |
| All | +50.1% | -51.7% | +101.8% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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