+906.0%
SCHW vs INDA
+107.4%
+798.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.4% |
| 7D | -2.8% | -3.6% | +0.9% | -0.6% |
| 30D | -0.1% | -4.0% | +3.9% | +2.3% |
| 3M | +20.6% | +1.7% | +18.9% | +19.2% |
| 6M | +15.9% | -3.6% | +19.6% | +17.9% |
| YTD | +8.5% | -11.0% | +19.5% | +15.6% |
| 1Y | +17.8% | -9.5% | +27.3% | +24.1% |
| 3Y | +88.5% | +7.6% | +80.9% | +76.9% |
| 5Y | +60.6% | +4.8% | +55.8% | +53.6% |
| 10Y | +298.0% | +82.3% | +215.8% | +167.3% |
| All | +906.0% | +107.4% | +798.6% | +546.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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