+59.6%
SCHW vs EXEL
+187.2%
-127.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.3% | +1.0% |
| 7D | -2.8% | -2.9% | +0.1% | -2.4% |
| 30D | -0.1% | +11.9% | -11.9% | -1.6% |
| 3M | +20.6% | +9.2% | +11.4% | +18.9% |
| 6M | +15.9% | +39.1% | -23.1% | +10.0% |
| YTD | +8.5% | +31.0% | -22.5% | +3.7% |
| 1Y | +17.8% | +52.3% | -34.5% | +9.7% |
| 3Y | +88.5% | +159.7% | -71.2% | +54.1% |
| All | +59.6% | +187.2% | -127.5% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 5y: compounded portfolio wealth divided by compounded EXEL 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…
5y analysis · Full analysis span regression · 6 months rolling