+294.9%
SCHW vs D
+36.8%
+258.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.3% |
| 7D | -1.9% | -2.2% | +0.4% | -1.2% |
| 30D | -1.6% | -4.5% | +2.8% | -0.2% |
| 3M | +21.3% | -2.5% | +23.8% | +22.1% |
| 6M | +16.5% | +5.5% | +10.9% | +13.8% |
| YTD | +8.4% | +13.3% | -4.9% | +3.2% |
| 1Y | +15.6% | +11.8% | +3.8% | +10.3% |
| 3Y | +86.8% | +56.7% | +30.1% | +54.7% |
| 5Y | +60.5% | +4.3% | +56.2% | +53.1% |
| All | +294.9% | +36.8% | +258.1% | +280.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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