+59.5%
SCHW vs EOG
+169.9%
-110.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -1.9% | +1.5% | -3.4% | -2.2% |
| 30D | -1.6% | +2.9% | -4.6% | -2.4% |
| 3M | +21.3% | +8.7% | +12.5% | +18.3% |
| 6M | +16.5% | +12.9% | +3.6% | +12.1% |
| YTD | +8.4% | +43.8% | -35.4% | -2.6% |
| 1Y | +15.6% | +27.1% | -11.4% | +7.3% |
| 3Y | +86.8% | +25.9% | +60.9% | +71.1% |
| All | +59.5% | +169.9% | -110.4% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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