+106.2%
SCHW vs EXE
+187.5%
-81.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.1% |
| 7D | -1.6% | -2.7% | +1.1% | -0.9% |
| 30D | -1.1% | -0.4% | -0.7% | -1.0% |
| 3M | +20.4% | +9.5% | +10.9% | +17.4% |
| 6M | +13.6% | -9.3% | +23.0% | +15.8% |
| YTD | +7.7% | -10.9% | +18.6% | +9.7% |
| 1Y | +15.2% | +4.3% | +10.9% | +11.7% |
| 3Y | +87.1% | +18.8% | +68.3% | +72.9% |
| 5Y | +57.5% | +101.4% | -43.9% | +23.8% |
| All | +106.2% | +187.5% | -81.3% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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