+877.0%
SCHW vs ICE
+2,249.6%
-1,372.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +0.9% |
| 7D | -2.8% | -5.3% | +2.6% | -0.2% |
| 30D | -0.1% | +3.0% | -3.1% | -1.5% |
| 3M | +20.6% | +11.4% | +9.1% | +14.3% |
| 6M | +15.9% | -2.0% | +18.0% | +16.5% |
| YTD | +8.5% | -3.1% | +11.6% | +9.3% |
| 1Y | +17.8% | -8.4% | +26.2% | +21.7% |
| 3Y | +88.5% | +40.7% | +47.8% | +58.5% |
| 5Y | +60.6% | +40.0% | +20.7% | +34.5% |
| 10Y | +298.0% | +213.5% | +84.5% | +129.3% |
| All | +877.0% | +2,249.6% | -1,372.5% | +197.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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