+57.5%
SCHW vs RACE
+87.3%
-29.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -1.6% | -2.6% | +1.1% | -0.9% |
| 30D | -1.1% | -1.1% | 0.0% | -0.8% |
| 3M | +20.4% | +12.5% | +7.8% | +16.3% |
| 6M | +13.6% | +17.4% | -3.8% | +8.0% |
| YTD | +7.7% | +10.1% | -2.4% | +3.8% |
| 1Y | +15.2% | -15.1% | +30.3% | +19.9% |
| 3Y | +87.1% | +38.9% | +48.2% | +52.3% |
| 5Y | +57.5% | +90.7% | -33.2% | +5.5% |
| All | +57.5% | +87.3% | -29.8% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 5y: compounded portfolio wealth divided by compounded RACE 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…
5y analysis · Full analysis span regression · 6 months rolling