+334.5%
SCHW vs RACE
+647.6%
-313.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.3% |
| 7D | -0.8% | -2.5% | +1.7% | +0.2% |
| 30D | +1.5% | +0.8% | +0.7% | +1.1% |
| 3M | +24.6% | +17.2% | +7.4% | +16.5% |
| 6M | +14.5% | +13.6% | +1.0% | +7.7% |
| YTD | +10.5% | +12.2% | -1.7% | +3.5% |
| 1Y | +13.4% | -16.3% | +29.6% | +18.7% |
| 3Y | +88.3% | +36.4% | +51.8% | +51.7% |
| 5Y | +62.1% | +95.0% | -32.9% | +7.2% |
| 10Y | +297.3% | +813.2% | -516.0% | +28.3% |
| All | +334.5% | +647.6% | -313.1% | +37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling