+895.1%
SCHW vs QID
-100.0%
+995.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +1.9% |
| 7D | -2.8% | +2.7% | -5.5% | -1.5% |
| 30D | -0.1% | +3.3% | -3.4% | +1.6% |
| 3M | +20.6% | -5.5% | +26.1% | +17.8% |
| 6M | +15.9% | -28.4% | +44.4% | -0.6% |
| YTD | +8.5% | -26.6% | +35.1% | -5.3% |
| 1Y | +17.8% | -34.1% | +52.0% | -1.9% |
| 3Y | +88.5% | -73.7% | +162.2% | +8.3% |
| 5Y | +60.6% | -80.7% | +141.3% | -6.9% |
| 10Y | +298.0% | -99.1% | +397.2% | -50.6% |
| All | +895.1% | -100.0% | +995.1% | -72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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