+59.6%
SCHW vs EAT
+317.4%
-257.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -2.8% | -6.2% | +3.4% | -1.5% |
| 30D | -0.1% | -3.0% | +3.0% | +0.4% |
| 3M | +20.6% | +45.6% | -25.1% | +11.2% |
| 6M | +15.9% | +53.5% | -37.6% | +4.8% |
| YTD | +8.5% | +49.6% | -41.1% | -1.6% |
| 1Y | +17.8% | +38.9% | -21.1% | +7.9% |
| 3Y | +88.5% | +589.7% | -501.1% | +8.3% |
| All | +59.6% | +317.4% | -257.7% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling