+59.6%
SCHW vs IT
-45.8%
+105.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -2.8% | -12.7% | +9.9% | +0.3% |
| 30D | -0.1% | -8.9% | +8.8% | +1.9% |
| 3M | +20.6% | +10.1% | +10.4% | +16.2% |
| 6M | +15.9% | +7.3% | +8.7% | +11.6% |
| YTD | +8.5% | -32.4% | +40.9% | +17.7% |
| 1Y | +17.8% | -26.6% | +44.5% | +23.8% |
| 3Y | +88.5% | -51.8% | +140.4% | +117.9% |
| All | +59.6% | -45.8% | +105.4% | +63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling