+0.8%
SCHW vs EFV
+25.8%
-25.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.1% | +1.4% | +3.3% |
| 7D | +5.2% | +2.9% | +2.3% | +4.0% |
| 30D | -4.7% | +3.6% | -8.3% | -6.0% |
| 3M | -11.9% | -0.1% | -11.8% | -11.9% |
| 6M | +2.7% | +9.6% | -6.9% | -1.1% |
| YTD | -5.6% | +17.0% | -22.6% | -14.5% |
| 1Y | +0.8% | +25.7% | -24.9% | -14.2% |
| All | +0.8% | +25.8% | -25.0% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling