+199.3%
SCHW vs QLD
+1,387.1%
-1,187.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.7% |
| 7D | +4.2% | -3.8% | +8.0% | +5.1% |
| 30D | -3.8% | -20.5% | +16.7% | +2.8% |
| 3M | -13.6% | -14.6% | +1.0% | -10.1% |
| 6M | +5.3% | -14.7% | +20.0% | +7.7% |
| YTD | -6.0% | +11.2% | -17.2% | -12.7% |
| 1Y | -1.4% | +7.1% | -8.5% | -7.5% |
| 3Y | +77.4% | +141.1% | -63.7% | +19.4% |
| 5Y | +22.9% | +84.3% | -61.4% | -14.5% |
| 10Y | +199.3% | +1,450.1% | -1,250.8% | -17.9% |
| All | +199.3% | +1,387.1% | -1,187.9% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 10y: compounded portfolio wealth divided by compounded QLD 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…
10y analysis · Full analysis span regression · 6 months rolling