+294.9%
SCHW vs EMR
+284.0%
+10.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.6% | -1.6% |
| 7D | -1.9% | -0.4% | -1.5% | -1.7% |
| 30D | -1.6% | -6.8% | +5.1% | +2.3% |
| 3M | +21.3% | +7.5% | +13.8% | +14.9% |
| 6M | +16.5% | +9.9% | +6.6% | +7.4% |
| YTD | +8.4% | +16.0% | -7.6% | -4.3% |
| 1Y | +15.6% | +12.4% | +3.2% | +3.4% |
| 3Y | +86.8% | +60.2% | +26.6% | +27.1% |
| 5Y | +60.5% | +67.9% | -7.4% | +4.2% |
| All | +294.9% | +284.0% | +10.9% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 10y: compounded portfolio wealth divided by compounded EMR 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…
10y analysis · Full analysis span regression · 6 months rolling