+294.9%
SCHW vs ES
+82.1%
+212.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | -1.9% | -3.6% | +1.7% | -1.0% |
| 30D | -1.6% | -4.2% | +2.6% | -0.6% |
| 3M | +21.3% | +0.1% | +21.1% | +21.0% |
| 6M | +16.5% | -6.2% | +22.7% | +18.0% |
| YTD | +8.4% | +4.1% | +4.3% | +6.5% |
| 1Y | +15.6% | +10.2% | +5.5% | +11.2% |
| 3Y | +86.8% | +26.1% | +60.8% | +70.2% |
| 5Y | +60.5% | -5.3% | +65.8% | +57.5% |
| All | +294.9% | +82.1% | +212.8% | +331.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling