+8,619.9%
SCHW vs EME
+60,670.1%
-52,050.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.1% |
| 7D | -2.8% | +0.9% | -3.7% | -3.2% |
| 30D | -0.1% | -8.4% | +8.3% | +3.2% |
| 3M | +20.6% | -3.6% | +24.2% | +19.6% |
| 6M | +15.9% | +3.6% | +12.4% | +10.4% |
| YTD | +8.5% | +22.5% | -14.0% | -4.7% |
| 1Y | +17.8% | +18.2% | -0.3% | +3.3% |
| 3Y | +88.5% | +238.4% | -149.8% | -1.2% |
| 5Y | +60.6% | +550.5% | -489.9% | -37.5% |
| 10Y | +298.0% | +1,295.3% | -997.2% | +7.9% |
| All | +8,619.9% | +60,670.1% | -52,050.2% | +879.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling