+1,407.7%
SCHW vs MKTX
+1,443.5%
-35.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -2.8% | -0.2% | -2.6% | -2.7% |
| 30D | -0.1% | +0.8% | -0.9% | -0.3% |
| 3M | +20.6% | +41.1% | -20.6% | +6.3% |
| 6M | +15.9% | -9.5% | +25.5% | +17.3% |
| YTD | +8.5% | -8.7% | +17.2% | +9.1% |
| 1Y | +17.8% | -10.0% | +27.8% | +18.6% |
| 3Y | +88.5% | -24.6% | +113.1% | +93.2% |
| 5Y | +60.6% | -60.3% | +120.9% | +97.2% |
| 10Y | +298.0% | +5.0% | +293.0% | +211.9% |
| All | +1,407.7% | +1,443.5% | -35.8% | +246.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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