+16.5%
SCHW vs QS
-23.0%
+39.5%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | 0.0% |
| 7D | -1.9% | -3.6% | +1.8% | -2.0% |
| 30D | -1.6% | -17.2% | +15.6% | -2.1% |
| 3M | +21.3% | -27.0% | +48.2% | +20.3% |
| 6M | +16.5% | -24.6% | +41.1% | +13.5% |
| All | +16.5% | -23.0% | +39.5% | +13.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling