+59.6%
SCHW vs ESI
+67.0%
-7.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.5% | +5.2% | +2.1% |
| 7D | -2.8% | -2.3% | -0.4% | -2.2% |
| 30D | -0.1% | -9.0% | +9.0% | +2.6% |
| 3M | +20.6% | -13.3% | +33.8% | +23.4% |
| 6M | +15.9% | +5.3% | +10.7% | +8.3% |
| YTD | +8.5% | +37.6% | -29.1% | -10.3% |
| 1Y | +17.8% | +33.6% | -15.8% | -2.1% |
| 3Y | +88.5% | +75.8% | +12.8% | +30.7% |
| All | +59.6% | +67.0% | -7.4% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling