+59.7%
SCHW vs QLD
+120.9%
-61.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | -1.3% | +3.0% | -4.3% | -2.1% |
| 30D | -0.4% | -1.8% | +1.4% | 0.0% |
| 3M | +21.7% | -1.8% | +23.5% | +21.0% |
| 6M | +13.0% | +36.9% | -23.9% | +0.9% |
| YTD | +8.0% | +28.7% | -20.7% | -1.8% |
| 1Y | +15.8% | +41.9% | -26.1% | +1.7% |
| 3Y | +87.7% | +184.2% | -96.5% | +27.8% |
| 5Y | +59.7% | +122.1% | -62.4% | +12.9% |
| All | +59.7% | +120.9% | -61.2% | +12.9% |
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 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