+270.9%
SCHW vs RACE
+649.8%
-378.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.2% |
| 7D | +2.0% | -1.2% | +3.2% | +2.5% |
| 30D | -3.6% | +6.1% | -9.7% | -5.8% |
| 3M | -15.0% | -0.3% | -14.7% | -15.0% |
| 6M | +2.6% | +23.4% | -20.8% | -6.4% |
| YTD | -5.7% | +12.5% | -18.2% | -11.9% |
| 1Y | -0.9% | -0.5% | -0.4% | -2.7% |
| 3Y | +79.4% | +23.6% | +55.8% | +51.6% |
| 5Y | +21.2% | +65.4% | -44.2% | -13.2% |
| 10Y | +193.3% | +715.5% | -522.2% | -0.2% |
| All | +270.9% | +649.8% | -378.8% | +17.1% |
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