+130.8%
SCHW vs REPL
-17.3%
+148.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.4% | +9.1% | +1.1% |
| 7D | -2.8% | -13.4% | +10.6% | -2.2% |
| 30D | -0.1% | -3.0% | +3.0% | 0.0% |
| 3M | +20.6% | +56.3% | -35.7% | +16.1% |
| 6M | +15.9% | +60.9% | -44.9% | +6.9% |
| YTD | +8.5% | +36.2% | -27.7% | +0.6% |
| 1Y | +17.8% | +121.0% | -103.2% | +3.5% |
| 3Y | +88.5% | -32.8% | +121.4% | +59.2% |
| 5Y | +60.6% | -58.7% | +119.3% | +38.3% |
| All | +130.8% | -17.3% | +148.1% | +62.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling