+181.5%
SCHW vs EOSE
-60.2%
+241.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.9% | +4.6% | +0.9% |
| 7D | -2.8% | +14.0% | -16.8% | -3.4% |
| 30D | -0.1% | -5.9% | +5.8% | 0.0% |
| 3M | +20.6% | -34.3% | +54.8% | +22.2% |
| 6M | +15.9% | -37.8% | +53.7% | +16.7% |
| YTD | +8.5% | -65.2% | +73.7% | +11.3% |
| 1Y | +17.8% | -41.9% | +59.8% | +16.6% |
| 3Y | +88.5% | +44.6% | +44.0% | +67.6% |
| 5Y | +60.6% | -69.2% | +129.8% | +43.1% |
| All | +181.5% | -60.2% | +241.7% | +182.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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