+87.0%
SCHW vs EW
+17.2%
+69.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | +0.1% | +0.7% |
| 7D | -2.8% | -3.4% | +0.6% | -2.4% |
| 30D | -0.1% | -7.4% | +7.3% | +0.8% |
| 3M | +20.6% | +0.9% | +19.7% | +20.4% |
| 6M | +15.9% | +1.2% | +14.8% | +15.6% |
| YTD | +8.5% | +1.8% | +6.7% | +8.1% |
| 1Y | +17.8% | +10.8% | +7.0% | +16.2% |
| All | +87.0% | +17.2% | +69.7% | +73.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling