+0.1%
SCHW vs ETN
-12.7%
+12.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.4% | +6.5% | -1.0% |
| 7D | +3.5% | -16.9% | +20.4% | +3.0% |
| 30D | -4.4% | -26.5% | +22.2% | -5.0% |
| 3M | -14.0% | -26.7% | +12.7% | -14.5% |
| 6M | +0.8% | -20.0% | +20.8% | +0.2% |
| YTD | -6.4% | +3.5% | -9.9% | -13.2% |
| 1Y | +0.1% | -14.4% | +14.5% | -0.4% |
| All | +0.1% | -12.7% | +12.8% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 1y: compounded portfolio wealth divided by compounded ETN 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…
1y analysis · Full analysis span regression · 6 months rolling