+51,225.6%
SCHW vs EMR
+3,972.6%
+47,252.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.5% |
| 7D | -1.6% | +0.9% | -2.5% | -2.2% |
| 30D | -1.1% | -5.0% | +3.9% | +2.2% |
| 3M | +20.4% | +5.9% | +14.4% | +13.9% |
| 6M | +13.6% | +7.3% | +6.3% | +4.9% |
| YTD | +7.7% | +14.6% | -6.9% | -6.2% |
| 1Y | +15.2% | +15.6% | -0.4% | -1.2% |
| 3Y | +87.1% | +60.2% | +27.0% | +21.0% |
| 5Y | +57.5% | +65.8% | -8.4% | -2.3% |
| 10Y | +295.1% | +277.4% | +17.7% | +24.7% |
| All | +51,225.6% | +3,972.6% | +47,252.9% | +3,079.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling