+0.8%
SCHW vs QS
-71.4%
+72.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +7.5% | -2.9% | +4.2% |
| 7D | +5.2% | +4.5% | +0.7% | +5.0% |
| 30D | -4.7% | -4.1% | -0.6% | -4.6% |
| 3M | -11.9% | -22.1% | +10.2% | -11.2% |
| 6M | +2.7% | -38.4% | +41.1% | +3.2% |
| YTD | -5.6% | -57.5% | +51.9% | -1.0% |
| 1Y | +0.8% | -71.3% | +72.1% | +9.1% |
| All | +0.8% | -71.4% | +72.2% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling