+22.9%
SCHW vs COMP
-18.6%
+41.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.4% | +7.7% | +1.0% |
| 7D | +4.2% | +7.2% | -3.0% | +3.4% |
| 30D | -3.8% | +6.4% | -10.2% | -4.6% |
| 3M | -13.6% | -19.4% | +5.8% | -12.2% |
| 6M | +5.3% | +14.6% | -9.3% | +3.1% |
| YTD | -6.0% | -5.5% | -0.5% | -7.1% |
| 1Y | -1.4% | +13.7% | -15.1% | -4.4% |
| 3Y | +77.4% | +409.7% | -332.3% | +41.4% |
| 5Y | +22.9% | -17.0% | +39.9% | +14.1% |
| All | +22.9% | -18.6% | +41.5% | +14.1% |
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