+59.5%
SCHW vs EME
+575.5%
-516.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.4% | -1.3% |
| 7D | -1.9% | +3.5% | -5.4% | -2.9% |
| 30D | -1.6% | -6.3% | +4.7% | -0.1% |
| 3M | +21.3% | -3.8% | +25.0% | +21.1% |
| 6M | +16.5% | +8.5% | +8.0% | +10.8% |
| YTD | +8.4% | +27.8% | -19.4% | -3.6% |
| 1Y | +15.6% | +22.2% | -6.6% | +2.5% |
| 3Y | +86.8% | +253.5% | -166.6% | -8.8% |
| All | +59.5% | +575.5% | -516.0% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling