+13.4%
SCHW vs EME
+19.7%
-6.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.0% |
| 7D | -0.8% | +1.9% | -2.7% | -0.8% |
| 30D | +1.5% | -8.3% | +9.7% | +1.7% |
| 3M | +24.6% | -10.7% | +35.3% | +25.1% |
| 6M | +14.5% | +1.9% | +12.6% | +13.3% |
| YTD | +10.5% | +23.5% | -13.0% | +5.9% |
| 1Y | +13.4% | +18.0% | -4.6% | +5.2% |
| All | +13.4% | +19.7% | -6.3% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling