+694.7%
SCHW vs QLD
+8,093.6%
-7,398.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.8% |
| 7D | -0.9% | +12.5% | -13.4% | -6.5% |
| 30D | -4.4% | -15.7% | +11.3% | +2.4% |
| 3M | -15.9% | -11.9% | -4.0% | -12.2% |
| 6M | +2.0% | -10.3% | +12.3% | +2.6% |
| YTD | -7.3% | +15.6% | -22.9% | -18.7% |
| 1Y | -4.9% | +12.1% | -17.1% | -15.6% |
| 3Y | +74.9% | +150.7% | -75.8% | -5.0% |
| 5Y | +19.2% | +86.6% | -67.5% | -32.8% |
| 10Y | +188.3% | +1,509.7% | -1,321.4% | -65.7% |
| All | +694.7% | +8,093.6% | -7,398.9% | -74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling