+51,606.1%
SCHW vs ETN
+19,968.1%
+31,638.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.6% |
| 7D | -2.8% | +3.0% | -5.8% | -4.6% |
| 30D | -0.1% | -10.9% | +10.9% | +6.3% |
| 3M | +20.6% | +9.2% | +11.3% | +11.2% |
| 6M | +15.9% | +13.9% | +2.0% | +2.0% |
| YTD | +8.5% | +29.5% | -21.0% | -12.5% |
| 1Y | +17.8% | +14.2% | +3.6% | +1.4% |
| 3Y | +88.5% | +79.9% | +8.7% | +14.9% |
| 5Y | +60.6% | +175.7% | -115.0% | -26.4% |
| 10Y | +298.0% | +693.2% | -395.2% | -7.3% |
| All | +51,606.1% | +19,968.1% | +31,638.1% | +2,664.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling