+317.3%
SCHW vs QSR
+203.9%
+113.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.0% |
| 7D | -2.8% | -4.7% | +1.9% | -0.9% |
| 30D | -0.1% | +4.3% | -4.4% | -1.7% |
| 3M | +20.6% | +5.4% | +15.1% | +17.7% |
| 6M | +15.9% | +8.2% | +7.8% | +11.6% |
| YTD | +8.5% | +14.1% | -5.6% | +1.9% |
| 1Y | +17.8% | +28.1% | -10.3% | +5.2% |
| 3Y | +88.5% | +25.3% | +63.3% | +65.8% |
| 5Y | +60.6% | +40.4% | +20.2% | +33.3% |
| 10Y | +298.0% | +132.4% | +165.7% | +154.4% |
| All | +317.3% | +203.9% | +113.4% | +139.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling