+294.9%
SCHW vs ESI
+312.8%
-17.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | -1.9% | -4.6% | +2.8% | -0.1% |
| 30D | -1.6% | -10.5% | +8.9% | +2.3% |
| 3M | +21.3% | -19.8% | +41.1% | +29.6% |
| 6M | +16.5% | +5.8% | +10.7% | +8.4% |
| YTD | +8.4% | +38.3% | -29.9% | -11.4% |
| 1Y | +15.6% | +31.5% | -15.9% | -4.1% |
| 3Y | +86.8% | +80.7% | +6.2% | +28.6% |
| 5Y | +60.5% | +69.4% | -8.9% | +11.6% |
| All | +294.9% | +312.8% | -17.9% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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