+15.6%
SCHW vs EMR
+15.3%
+0.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.6% | -0.5% |
| 7D | -1.9% | -0.4% | -1.5% | -1.8% |
| 30D | -1.6% | -6.8% | +5.1% | -0.4% |
| 3M | +21.3% | +7.5% | +13.8% | +19.3% |
| 6M | +16.5% | +9.9% | +6.6% | +13.8% |
| YTD | +8.4% | +16.0% | -7.6% | +3.9% |
| 1Y | +15.6% | +12.4% | +3.2% | +10.2% |
| All | +15.6% | +15.3% | +0.3% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling