+15.7%
SCHW vs M
+24.4%
-8.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.7% | +5.4% | +1.0% |
| 7D | -2.8% | -8.8% | +6.0% | -2.3% |
| 30D | -0.1% | -16.4% | +16.3% | +0.9% |
| 3M | +20.6% | -10.8% | +31.4% | +20.9% |
| 6M | +15.9% | +16.1% | -0.2% | +13.6% |
| YTD | +8.5% | -5.3% | +13.8% | +7.7% |
| All | +15.7% | +24.4% | -8.7% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling