+281.4%
SCHW vs EWZ
+446.0%
-164.6%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.5% | +0.1% |
| 7D | -2.8% | +1.1% | -3.9% | -3.3% |
| 30D | -0.1% | +13.5% | -13.5% | -6.0% |
| 3M | +20.6% | +15.2% | +5.3% | +12.3% |
| 6M | +15.9% | +3.7% | +12.2% | +12.8% |
| YTD | +8.5% | +22.5% | -14.0% | -2.9% |
| 1Y | +17.8% | +35.3% | -17.4% | +0.1% |
| 3Y | +88.5% | +50.2% | +38.3% | +49.2% |
| 5Y | +60.6% | +64.6% | -3.9% | +17.4% |
| 10Y | +298.0% | +95.0% | +203.0% | +132.8% |
| All | +281.4% | +446.0% | -164.6% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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