+132.2%
SCHW vs ESTC
+26.3%
+105.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.5% | -1.6% |
| 7D | -1.3% | -4.3% | +3.0% | -0.7% |
| 30D | -0.4% | +17.7% | -18.1% | -3.4% |
| 3M | +21.7% | +42.3% | -20.6% | +14.2% |
| 6M | +13.0% | +64.6% | -51.6% | +3.0% |
| YTD | +8.0% | +17.2% | -9.2% | +3.4% |
| 1Y | +15.8% | -4.2% | +20.0% | +14.0% |
| 3Y | +87.7% | +13.5% | +74.2% | +71.0% |
| 5Y | +59.7% | -45.5% | +105.2% | +55.8% |
| All | +132.2% | +26.3% | +105.9% | +61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling