+997.3%
SCHW vs EFV
+252.1%
+745.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +1.0% |
| 7D | -2.8% | -2.0% | -0.8% | -0.7% |
| 30D | -0.1% | -0.2% | +0.1% | +0.2% |
| 3M | +20.6% | +9.1% | +11.4% | +9.9% |
| 6M | +15.9% | +11.7% | +4.3% | +2.4% |
| YTD | +8.5% | +17.0% | -8.6% | -8.9% |
| 1Y | +17.8% | +26.7% | -8.9% | -9.1% |
| 3Y | +88.5% | +90.2% | -1.6% | -6.5% |
| 5Y | +60.6% | +96.1% | -35.5% | -22.5% |
| 10Y | +298.0% | +164.5% | +133.5% | +43.9% |
| All | +997.3% | +252.1% | +745.2% | +220.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling