+235.5%
SCHW vs QS
-47.4%
+282.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | -2.8% | -5.0% | +2.2% | -2.5% |
| 30D | -0.1% | -18.3% | +18.2% | +0.9% |
| 3M | +20.6% | -26.0% | +46.6% | +21.9% |
| 6M | +15.9% | -24.0% | +40.0% | +16.7% |
| YTD | +8.5% | -50.3% | +58.8% | +11.4% |
| 1Y | +17.8% | -38.0% | +55.8% | +18.7% |
| 3Y | +88.5% | -24.6% | +113.1% | +81.2% |
| 5Y | +60.6% | -75.4% | +136.1% | +57.2% |
| All | +235.5% | -47.4% | +282.9% | +229.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling