+459.1%
SCHW vs EMB
+131.4%
+327.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | -1.1% | -0.3% | -0.8% | -0.9% |
| 3M | +20.4% | -0.3% | +20.7% | +20.5% |
| 6M | +13.6% | +0.7% | +12.9% | +13.0% |
| YTD | +7.7% | +1.3% | +6.4% | +6.7% |
| 1Y | +15.2% | +4.7% | +10.5% | +11.8% |
| 3Y | +87.1% | +30.1% | +57.1% | +58.7% |
| 5Y | +57.5% | +6.9% | +50.6% | +49.6% |
| 10Y | +295.1% | +30.7% | +264.4% | +237.9% |
| All | +459.1% | +131.4% | +327.7% | +262.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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