+22.7%
SCHW vs QLD
+77.5%
-54.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.8% | -5.4% | -0.4% |
| 7D | +4.5% | -1.4% | +6.0% | +4.6% |
| 30D | -4.1% | -19.6% | +15.5% | +0.9% |
| 3M | -13.6% | -14.1% | +0.6% | -10.8% |
| 6M | +5.0% | -13.6% | +18.6% | +6.6% |
| YTD | -6.3% | +12.5% | -18.8% | -12.4% |
| 1Y | -1.4% | +13.1% | -14.5% | -8.2% |
| 3Y | +77.6% | +154.7% | -77.1% | +24.0% |
| 5Y | +22.7% | +81.1% | -58.4% | -9.5% |
| All | +22.7% | +77.5% | -54.8% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling