+15.6%
SCHW vs EW
+7.8%
+7.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.3% |
| 7D | -1.9% | -6.2% | +4.3% | -1.0% |
| 30D | -1.6% | -9.3% | +7.7% | -0.4% |
| 3M | +21.3% | -1.6% | +22.9% | +21.5% |
| 6M | +16.5% | -0.8% | +17.3% | +16.4% |
| YTD | +8.4% | -1.0% | +9.4% | +9.4% |
| 1Y | +15.6% | +8.2% | +7.5% | +16.4% |
| All | +15.6% | +7.8% | +7.8% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 1y: compounded portfolio wealth divided by compounded EW 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…
1y analysis · Full analysis span regression · 6 months rolling