+59.6%
SCHW vs ED
+68.4%
-8.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | -2.8% | -1.9% | -0.9% | -2.5% |
| 30D | -0.1% | +0.1% | -0.2% | -0.1% |
| 3M | +20.6% | 0.0% | +20.6% | +20.5% |
| 6M | +15.9% | -2.5% | +18.5% | +16.2% |
| YTD | +8.5% | +10.1% | -1.6% | +6.1% |
| 1Y | +17.8% | +13.6% | +4.3% | +14.3% |
| 3Y | +88.5% | +32.4% | +56.1% | +72.3% |
| All | +59.6% | +68.4% | -8.7% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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