+51,606.1%
SCHW vs EVRG
+2,064.1%
+49,542.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | -2.8% | -0.7% | -2.1% | -2.5% |
| 30D | -0.1% | 0.0% | -0.1% | -0.1% |
| 3M | +20.6% | -1.0% | +21.5% | +20.8% |
| 6M | +15.9% | +1.0% | +15.0% | +14.6% |
| YTD | +8.5% | +15.1% | -6.6% | +0.4% |
| 1Y | +17.8% | +17.6% | +0.3% | +7.6% |
| 3Y | +88.5% | +70.5% | +18.1% | +42.0% |
| 5Y | +60.6% | +48.9% | +11.8% | +27.5% |
| 10Y | +298.0% | +112.8% | +185.3% | +148.0% |
| All | +51,606.1% | +2,064.1% | +49,542.0% | +9,326.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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