+87.0%
SCHW vs EAT
+585.9%
-498.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -2.8% | -6.2% | +3.4% | -2.0% |
| 30D | -0.1% | -3.0% | +3.0% | +0.2% |
| 3M | +20.6% | +45.6% | -25.1% | +14.7% |
| 6M | +15.9% | +53.5% | -37.6% | +9.1% |
| YTD | +8.5% | +49.6% | -41.1% | +2.3% |
| 1Y | +17.8% | +38.9% | -21.1% | +12.1% |
| All | +87.0% | +585.9% | -498.9% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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