+52,550.4%
SCHW vs D
+2,347.4%
+50,203.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -0.8% | +1.5% | -2.2% | -1.4% |
| 30D | +1.5% | -2.6% | +4.1% | +2.6% |
| 3M | +24.6% | 0.0% | +24.5% | +24.3% |
| 6M | +14.5% | +7.4% | +7.2% | +10.1% |
| YTD | +10.5% | +15.9% | -5.4% | +2.2% |
| 1Y | +13.4% | +18.1% | -4.7% | +3.5% |
| 3Y | +88.3% | +58.4% | +29.9% | +45.8% |
| 5Y | +62.1% | +5.2% | +56.9% | +50.2% |
| 10Y | +297.3% | +35.9% | +261.4% | +206.2% |
| All | +52,550.4% | +2,347.4% | +50,203.0% | +8,254.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling