+294.9%
SCHW vs DE
+863.9%
-569.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | -1.9% | -2.6% | +0.7% | -0.6% |
| 30D | -1.6% | +9.0% | -10.7% | -6.0% |
| 3M | +21.3% | +19.1% | +2.1% | +10.4% |
| 6M | +16.5% | +14.4% | +2.1% | +7.2% |
| YTD | +8.4% | +45.9% | -37.5% | -13.4% |
| 1Y | +15.6% | +43.6% | -28.0% | -7.3% |
| 3Y | +86.8% | +75.9% | +11.0% | +30.0% |
| 5Y | +60.5% | +98.8% | -38.3% | +0.7% |
| All | +294.9% | +863.9% | -569.0% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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