+59.6%
SCHW vs EL
-69.2%
+128.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.1% | +1.2% |
| 7D | -2.8% | -4.4% | +1.6% | -1.9% |
| 30D | -0.1% | +10.3% | -10.3% | -2.3% |
| 3M | +20.6% | +13.4% | +7.2% | +17.0% |
| 6M | +15.9% | +3.1% | +12.9% | +13.9% |
| YTD | +8.5% | -6.9% | +15.4% | +7.9% |
| 1Y | +17.8% | +11.9% | +5.9% | +11.8% |
| 3Y | +88.5% | -33.8% | +122.3% | +97.7% |
| All | +59.6% | -69.2% | +128.9% | +132.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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