+59.6%
SCHW vs ETR
+123.2%
-63.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.1% | +1.1% |
| 7D | -2.8% | -1.9% | -0.9% | -2.3% |
| 30D | -0.1% | -0.2% | +0.1% | -0.1% |
| 3M | +20.6% | -3.7% | +24.3% | +21.5% |
| 6M | +15.9% | +2.1% | +13.9% | +14.4% |
| YTD | +8.5% | +16.5% | -8.0% | +2.4% |
| 1Y | +17.8% | +22.5% | -4.7% | +9.2% |
| 3Y | +88.5% | +144.7% | -56.1% | +37.3% |
| All | +59.6% | +123.2% | -63.5% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling