+432.7%
SCHW vs ESI
+222.6%
+210.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | -1.6% | +3.9% | -5.5% | -2.8% |
| 30D | -1.1% | -3.8% | +2.7% | -0.1% |
| 3M | +20.4% | -13.1% | +33.5% | +23.8% |
| 6M | +13.6% | +11.3% | +2.3% | +5.8% |
| YTD | +7.7% | +44.1% | -36.4% | -9.2% |
| 1Y | +15.2% | +40.3% | -25.1% | -2.5% |
| 3Y | +87.1% | +84.1% | +3.1% | +40.2% |
| 5Y | +57.5% | +75.8% | -18.3% | +18.5% |
| 10Y | +295.1% | +320.7% | -25.6% | +118.9% |
| All | +432.7% | +222.6% | +210.2% | +222.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling