+87.0%
SCHW vs EFX
-12.7%
+99.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.7% |
| 7D | -2.8% | -11.1% | +8.4% | -0.4% |
| 30D | -0.1% | -7.4% | +7.3% | +1.4% |
| 3M | +20.6% | +1.5% | +19.1% | +19.7% |
| 6M | +15.9% | -13.7% | +29.6% | +18.7% |
| YTD | +8.5% | -21.9% | +30.3% | +13.2% |
| 1Y | +17.8% | -30.8% | +48.6% | +26.1% |
| All | +87.0% | -12.7% | +99.7% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 3y: compounded portfolio wealth divided by compounded EFX 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…
3y analysis · Full analysis span regression · 6 months rolling