+294.9%
SCHW vs FIVE
+491.7%
-196.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.4% |
| 7D | -1.9% | -3.0% | +1.1% | -1.2% |
| 30D | -1.6% | +2.7% | -4.3% | -2.4% |
| 3M | +21.3% | +21.1% | +0.2% | +15.2% |
| 6M | +16.5% | +11.9% | +4.6% | +11.8% |
| YTD | +8.4% | +29.9% | -21.4% | +0.1% |
| 1Y | +15.6% | +67.8% | -52.2% | -0.3% |
| 3Y | +86.8% | +52.8% | +34.1% | +54.2% |
| 5Y | +60.5% | +31.3% | +29.2% | +33.1% |
| All | +294.9% | +491.7% | -196.8% | +117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded FIVE 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling