+294.9%
SCHW vs IT
+103.1%
+191.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.3% | -5.3% | -1.7% |
| 7D | -1.9% | -3.7% | +1.8% | -0.8% |
| 30D | -1.6% | +0.1% | -1.7% | -2.0% |
| 3M | +21.3% | +20.7% | +0.6% | +11.6% |
| 6M | +16.5% | +12.0% | +4.5% | +8.7% |
| YTD | +8.4% | -28.8% | +37.2% | +17.3% |
| 1Y | +15.6% | -25.5% | +41.1% | +21.9% |
| 3Y | +86.8% | -48.8% | +135.6% | +117.0% |
| 5Y | +60.5% | -42.7% | +103.3% | +73.4% |
| All | +294.9% | +103.1% | +191.8% | +150.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling