+86.8%
SCHW vs EIX
-7.1%
+94.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | 0.0% |
| 7D | -1.9% | -1.4% | -0.5% | -1.8% |
| 30D | -1.6% | -19.3% | +17.7% | 0.0% |
| 3M | +21.3% | -21.7% | +42.9% | +23.5% |
| 6M | +16.5% | -19.8% | +36.3% | +18.0% |
| YTD | +8.4% | -3.0% | +11.5% | +5.6% |
| 1Y | +15.6% | +5.1% | +10.5% | +10.6% |
| 3Y | +86.8% | -7.0% | +93.8% | +75.6% |
| All | +86.8% | -7.1% | +94.0% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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