+86.8%
SCHW vs QSR
+25.8%
+61.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -1.9% | -4.0% | +2.1% | -1.2% |
| 30D | -1.6% | +2.8% | -4.4% | -2.0% |
| 3M | +21.3% | +5.1% | +16.2% | +20.2% |
| 6M | +16.5% | +8.8% | +7.7% | +14.5% |
| YTD | +8.4% | +14.8% | -6.4% | +5.4% |
| 1Y | +15.6% | +25.7% | -10.1% | +10.1% |
| 3Y | +86.8% | +27.5% | +59.3% | +69.4% |
| All | +86.8% | +25.8% | +61.0% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 3y: compounded portfolio wealth divided by compounded QSR 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…
3y analysis · Full analysis span regression · 6 months rolling