+87.0%
SCHW vs ESTC
+7.0%
+80.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.6% | +4.3% | +1.2% |
| 7D | -2.8% | -13.2% | +10.4% | -1.1% |
| 30D | -0.1% | +9.3% | -9.4% | -1.5% |
| 3M | +20.6% | +37.3% | -16.8% | +15.3% |
| 6M | +15.9% | +61.0% | -45.1% | +8.2% |
| YTD | +8.5% | +10.7% | -2.2% | +5.6% |
| 1Y | +17.8% | -7.2% | +25.0% | +16.8% |
| All | +87.0% | +7.0% | +80.0% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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