+59.7%
SCHW vs COMP
-32.0%
+91.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -1.9% |
| 7D | -1.3% | +4.1% | -5.4% | -1.7% |
| 30D | -0.4% | -14.5% | +14.2% | +1.0% |
| 3M | +21.7% | +41.8% | -20.1% | +17.3% |
| 6M | +13.0% | +23.6% | -10.6% | +9.5% |
| YTD | +8.0% | +1.7% | +6.3% | +6.3% |
| 1Y | +15.8% | +12.6% | +3.3% | +12.5% |
| 3Y | +87.7% | +221.9% | -134.1% | +56.9% |
| 5Y | +59.7% | -28.1% | +87.8% | +57.3% |
| All | +59.7% | -32.0% | +91.7% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling