+51,225.6%
SCHW vs ETR
+4,408.0%
+46,817.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | +0.1% |
| 7D | -1.6% | +0.4% | -2.0% | -1.7% |
| 30D | -1.1% | +2.0% | -3.1% | -1.8% |
| 3M | +20.4% | -1.7% | +22.1% | +20.8% |
| 6M | +13.6% | +3.6% | +10.0% | +11.3% |
| YTD | +7.7% | +18.0% | -10.4% | +0.4% |
| 1Y | +15.2% | +26.2% | -11.0% | +4.6% |
| 3Y | +87.1% | +148.0% | -60.9% | +30.9% |
| 5Y | +57.5% | +126.1% | -68.6% | +12.5% |
| 10Y | +295.1% | +302.3% | -7.2% | +120.1% |
| All | +51,225.6% | +4,408.0% | +46,817.5% | +15,215.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling