+60.6%
SCHW vs ESTC
-49.0%
+109.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.6% | +4.3% | +1.2% |
| 7D | -2.8% | -13.2% | +10.4% | -0.9% |
| 30D | -0.1% | +9.3% | -9.4% | -1.7% |
| 3M | +20.6% | +37.3% | -16.8% | +14.7% |
| 6M | +15.9% | +61.0% | -45.1% | +7.3% |
| YTD | +8.5% | +10.7% | -2.2% | +5.3% |
| 1Y | +17.8% | -7.2% | +25.0% | +16.7% |
| 3Y | +88.5% | +7.2% | +81.4% | +75.6% |
| 5Y | +60.6% | -47.7% | +108.3% | +45.8% |
| All | +60.6% | -49.0% | +109.6% | +45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling