+86.8%
SCHW vs DTE
+43.4%
+43.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.2% |
| 7D | -1.9% | -2.6% | +0.7% | -1.3% |
| 30D | -1.6% | -4.4% | +2.8% | -0.7% |
| 3M | +21.3% | -8.3% | +29.6% | +23.2% |
| 6M | +16.5% | -8.1% | +24.6% | +18.1% |
| YTD | +8.4% | +4.4% | +4.0% | +5.3% |
| 1Y | +15.6% | +0.2% | +15.5% | +13.9% |
| 3Y | +86.8% | +42.6% | +44.2% | +58.9% |
| All | +86.8% | +43.4% | +43.4% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 3y: compounded portfolio wealth divided by compounded DTE 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…
3y analysis · Full analysis span regression · 6 months rolling