+0.8%
SCHW vs ONON
+8.5%
-7.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.8% | -1.2% | +4.2% |
| 7D | +5.2% | +20.9% | -15.7% | +3.9% |
| 30D | -4.7% | +21.1% | -25.8% | -5.9% |
| 3M | -11.9% | +2.7% | -14.6% | -11.9% |
| 6M | +2.7% | +12.6% | -9.9% | +1.5% |
| YTD | -5.6% | -16.9% | +11.3% | -3.4% |
| 1Y | +0.8% | +6.7% | -5.9% | -0.9% |
| All | +0.8% | +8.5% | -7.7% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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