+8,276.9%
SCHW vs IT
+5,579.9%
+2,697.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -2.8% | -12.7% | +9.9% | +1.7% |
| 30D | -0.1% | -8.9% | +8.8% | +2.8% |
| 3M | +20.6% | +10.1% | +10.4% | +13.9% |
| 6M | +15.9% | +7.3% | +8.7% | +9.3% |
| YTD | +8.5% | -32.4% | +40.9% | +18.0% |
| 1Y | +17.8% | -26.6% | +44.5% | +23.6% |
| 3Y | +88.5% | -51.8% | +140.4% | +120.2% |
| 5Y | +60.6% | -45.6% | +106.2% | +77.4% |
| 10Y | +298.0% | +92.4% | +205.6% | +170.8% |
| All | +8,276.9% | +5,579.9% | +2,697.0% | +2,483.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling