+15.7%
SCHW vs ESI
+33.5%
-17.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.5% | +5.2% | +0.8% |
| 7D | -2.8% | -2.3% | -0.4% | -2.7% |
| 30D | -0.1% | -9.0% | +9.0% | +0.1% |
| 3M | +20.6% | -13.3% | +33.8% | +19.8% |
| 6M | +15.9% | +5.3% | +10.7% | +11.0% |
| YTD | +8.5% | +37.6% | -29.1% | -2.8% |
| All | +15.7% | +33.5% | -17.8% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling