+51,225.6%
SCHW vs EIX
+1,097.9%
+50,127.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.5% |
| 7D | -1.6% | +4.1% | -5.6% | -2.7% |
| 30D | -1.1% | -15.3% | +14.3% | +1.9% |
| 3M | +20.4% | -18.4% | +38.8% | +24.9% |
| 6M | +13.6% | -16.8% | +30.5% | +17.0% |
| YTD | +7.7% | -0.6% | +8.2% | +5.0% |
| 1Y | +15.2% | +10.7% | +4.5% | +8.8% |
| 3Y | +87.1% | -4.5% | +91.6% | +80.7% |
| 5Y | +57.5% | +24.0% | +33.4% | +40.1% |
| 10Y | +295.1% | +22.9% | +272.2% | +237.9% |
| All | +51,225.6% | +1,097.9% | +50,127.7% | +20,261.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling