+13.4%
SCHW vs EXC
+2.6%
+10.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -1.1% |
| 7D | -0.8% | -0.7% | -0.1% | -0.8% |
| 30D | +1.5% | -4.6% | +6.1% | +1.1% |
| 3M | +24.6% | -2.2% | +26.8% | +24.4% |
| 6M | +14.5% | -10.6% | +25.1% | +13.1% |
| YTD | +10.5% | +1.9% | +8.6% | +11.6% |
| 1Y | +13.4% | +3.4% | +10.0% | +16.3% |
| All | +13.4% | +2.6% | +10.8% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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