+86.8%
SCHW vs ONON
-8.6%
+95.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.4% |
| 7D | -1.9% | -2.1% | +0.2% | -1.6% |
| 30D | -1.6% | -11.6% | +10.0% | +0.1% |
| 3M | +21.3% | -30.1% | +51.4% | +27.0% |
| 6M | +16.5% | -30.5% | +47.0% | +21.6% |
| YTD | +8.4% | -41.0% | +49.4% | +16.1% |
| 1Y | +15.6% | -36.7% | +52.3% | +21.8% |
| 3Y | +86.8% | -8.6% | +95.5% | +71.0% |
| All | +86.8% | -8.6% | +95.5% | +71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling