+76.8%
SCHW vs COMP
-47.7%
+124.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.0% |
| 7D | -0.8% | +1.4% | -2.2% | -0.9% |
| 30D | +1.5% | -13.3% | +14.8% | +2.7% |
| 3M | +24.6% | +41.1% | -16.6% | +20.1% |
| 6M | +14.5% | +17.2% | -2.6% | +11.5% |
| YTD | +10.5% | +5.2% | +5.3% | +8.4% |
| 1Y | +13.4% | +18.9% | -5.6% | +9.5% |
| 3Y | +88.3% | +215.9% | -127.6% | +57.5% |
| 5Y | +62.1% | -31.2% | +93.3% | +54.4% |
| All | +76.8% | -47.7% | +124.4% | +67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling