+0.1%
SCHW vs EQT
-8.3%
+8.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | -1.0% |
| 7D | +3.5% | -7.2% | +10.7% | +3.2% |
| 30D | -4.4% | -3.5% | -0.8% | -4.6% |
| 3M | -14.0% | -1.2% | -12.9% | -14.2% |
| 6M | +0.8% | -13.3% | +14.1% | +0.6% |
| YTD | -6.4% | -4.7% | -1.7% | -7.6% |
| 1Y | +0.1% | -8.8% | +8.9% | -1.3% |
| All | +0.1% | -8.3% | +8.3% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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