+295.2%
SCHW vs M
-10.0%
+305.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.7% | +5.4% | +1.8% |
| 7D | -2.8% | -8.8% | +6.0% | -0.7% |
| 30D | -0.1% | -16.4% | +16.3% | +4.1% |
| 3M | +20.6% | -10.8% | +31.4% | +23.0% |
| 6M | +15.9% | +16.1% | -0.2% | +10.6% |
| YTD | +8.5% | -5.3% | +13.8% | +8.1% |
| 1Y | +17.8% | +24.9% | -7.0% | +9.2% |
| 3Y | +88.5% | +97.5% | -9.0% | +45.6% |
| 5Y | +60.6% | +20.4% | +40.2% | +32.2% |
| All | +295.2% | -10.0% | +305.2% | +167.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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