+294.9%
SCHW vs ETR
+296.9%
-1.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -1.9% | -1.8% | -0.1% | -1.3% |
| 30D | -1.6% | -1.8% | +0.1% | -1.2% |
| 3M | +21.3% | -3.6% | +24.8% | +22.3% |
| 6M | +16.5% | +2.6% | +13.9% | +14.7% |
| YTD | +8.4% | +16.0% | -7.6% | +2.2% |
| 1Y | +15.6% | +20.1% | -4.5% | +7.6% |
| 3Y | +86.8% | +143.6% | -56.7% | +35.6% |
| 5Y | +60.5% | +124.4% | -63.9% | +18.6% |
| All | +294.9% | +296.9% | -1.9% | +215.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling