+87.0%
SCHW vs ESI
+73.2%
+13.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.5% | +5.2% | +1.6% |
| 7D | -2.8% | -2.3% | -0.4% | -2.4% |
| 30D | -0.1% | -9.0% | +9.0% | +1.6% |
| 3M | +20.6% | -13.3% | +33.8% | +22.0% |
| 6M | +15.9% | +5.3% | +10.7% | +9.8% |
| YTD | +8.5% | +37.6% | -29.1% | -6.6% |
| 1Y | +17.8% | +33.6% | -15.8% | +2.0% |
| All | +87.0% | +73.2% | +13.8% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling