+51,606.1%
SCHW vs DTE
+3,444.9%
+48,161.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.4% |
| 7D | -2.8% | -2.0% | -0.8% | -1.8% |
| 30D | -0.1% | -2.4% | +2.3% | +1.1% |
| 3M | +20.6% | -7.3% | +27.9% | +24.7% |
| 6M | +15.9% | -7.6% | +23.6% | +19.6% |
| YTD | +8.5% | +5.8% | +2.7% | +4.2% |
| 1Y | +17.8% | +2.3% | +15.5% | +14.9% |
| 3Y | +88.5% | +45.0% | +43.5% | +51.8% |
| 5Y | +60.6% | +33.2% | +27.4% | +33.2% |
| 10Y | +298.0% | +141.4% | +156.6% | +128.6% |
| All | +51,606.1% | +3,444.9% | +48,161.3% | +6,963.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling