+129.8%
SCHW vs REPL
-7.7%
+137.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -2.1% |
| 7D | -1.3% | -5.7% | +4.4% | -1.1% |
| 30D | -0.4% | +22.5% | -22.9% | -1.3% |
| 3M | +21.7% | +64.7% | -43.0% | +17.0% |
| 6M | +13.0% | +83.0% | -70.1% | +3.6% |
| YTD | +8.0% | +52.0% | -43.9% | -0.2% |
| 1Y | +15.8% | +144.5% | -128.7% | +1.3% |
| 3Y | +87.7% | -25.1% | +112.8% | +57.9% |
| 5Y | +59.7% | -52.9% | +112.5% | +36.6% |
| All | +129.8% | -7.7% | +137.5% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded REPL 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling