+51,225.6%
SCHW vs ED
+2,221.6%
+49,004.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -1.6% | -0.2% | -1.4% | -1.5% |
| 30D | -1.1% | +1.9% | -3.0% | -1.9% |
| 3M | +20.4% | +1.9% | +18.5% | +19.2% |
| 6M | +13.6% | -2.3% | +15.9% | +14.2% |
| YTD | +7.7% | +10.9% | -3.2% | +2.3% |
| 1Y | +15.2% | +14.5% | +0.7% | +7.7% |
| 3Y | +87.1% | +33.4% | +53.8% | +60.8% |
| 5Y | +57.5% | +67.3% | -9.8% | +20.7% |
| 10Y | +295.1% | +110.7% | +184.4% | +157.0% |
| All | +51,225.6% | +2,221.6% | +49,004.0% | +9,819.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling