+59.6%
SCHW vs EIX
+22.6%
+37.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.0% |
| 7D | -2.8% | +0.8% | -3.6% | -3.0% |
| 30D | -0.1% | -18.8% | +18.7% | +2.9% |
| 3M | +20.6% | -19.7% | +40.3% | +24.0% |
| 6M | +15.9% | -18.2% | +34.2% | +18.4% |
| YTD | +8.5% | -1.7% | +10.2% | +5.1% |
| 1Y | +17.8% | +7.8% | +10.1% | +10.9% |
| 3Y | +88.5% | -5.6% | +94.2% | +79.5% |
| All | +59.6% | +22.6% | +37.1% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling