+1,011.7%
SCHW vs ITOT
+879.5%
+132.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.4% | +1.6% |
| 7D | -2.8% | -2.0% | -0.7% | -0.1% |
| 30D | -0.1% | -2.0% | +1.9% | +2.5% |
| 3M | +20.6% | +4.5% | +16.0% | +13.2% |
| 6M | +15.9% | +12.6% | +3.3% | -2.0% |
| YTD | +8.5% | +12.0% | -3.5% | -7.6% |
| 1Y | +17.8% | +17.3% | +0.6% | -5.7% |
| 3Y | +88.5% | +75.2% | +13.3% | -13.5% |
| 5Y | +60.6% | +74.0% | -13.4% | -26.5% |
| 10Y | +298.0% | +298.6% | -0.6% | -44.4% |
| All | +1,011.7% | +879.5% | +132.3% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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