+235.3%
SCHW vs QS
-46.4%
+281.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.2% |
| 7D | -1.9% | -3.6% | +1.8% | -1.7% |
| 30D | -1.6% | -17.2% | +15.6% | -0.8% |
| 3M | +21.3% | -27.0% | +48.2% | +22.7% |
| 6M | +16.5% | -24.6% | +41.1% | +17.3% |
| YTD | +8.4% | -49.3% | +57.7% | +11.2% |
| 1Y | +15.6% | -40.3% | +56.0% | +16.7% |
| 3Y | +86.8% | -23.8% | +110.7% | +79.5% |
| 5Y | +60.5% | -75.0% | +135.5% | +56.9% |
| All | +235.3% | -46.4% | +281.7% | +229.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling