+60.6%
SCHW vs ECL
+26.5%
+34.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.8% |
| 7D | -2.8% | -2.6% | -0.1% | -1.7% |
| 30D | -0.1% | -4.6% | +4.5% | +1.8% |
| 3M | +20.6% | +6.0% | +14.6% | +17.4% |
| 6M | +15.9% | -3.0% | +18.9% | +16.7% |
| YTD | +8.5% | +4.0% | +4.5% | +5.4% |
| 1Y | +17.8% | +2.0% | +15.8% | +15.2% |
| 3Y | +88.5% | +53.9% | +34.6% | +48.5% |
| 5Y | +60.6% | +27.1% | +33.5% | +40.4% |
| All | +60.6% | +26.5% | +34.1% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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