+59.5%
SCHW vs REPL
-59.3%
+118.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | 0.0% |
| 7D | -1.9% | -14.1% | +12.2% | -1.6% |
| 30D | -1.6% | -15.2% | +13.6% | -1.3% |
| 3M | +21.3% | +49.9% | -28.6% | +19.1% |
| 6M | +16.5% | +63.5% | -47.1% | +11.7% |
| YTD | +8.4% | +32.9% | -24.5% | +4.4% |
| 1Y | +15.6% | +115.0% | -99.3% | +8.2% |
| 3Y | +86.8% | -34.7% | +121.6% | +72.7% |
| All | +59.5% | -59.3% | +118.8% | +51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling