+15.7%
SCHW vs EXC
+4.0%
+11.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.5% | +0.7% |
| 7D | -2.8% | -1.6% | -1.1% | -2.9% |
| 30D | -0.1% | -2.4% | +2.3% | -0.2% |
| 3M | +20.6% | -4.0% | +24.5% | +20.2% |
| 6M | +15.9% | -9.8% | +25.7% | +14.7% |
| YTD | +8.5% | +2.3% | +6.2% | +9.5% |
| All | +15.7% | +4.0% | +11.7% | +17.4% |
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