+135.0%
SCHW vs REPL
-6.0%
+141.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.9% |
| 7D | -0.8% | -3.0% | +2.2% | -0.7% |
| 30D | +1.5% | +27.1% | -25.7% | +0.4% |
| 3M | +24.6% | +52.4% | -27.8% | +20.1% |
| 6M | +14.5% | +107.4% | -92.9% | +4.3% |
| YTD | +10.5% | +54.7% | -44.3% | +2.0% |
| 1Y | +13.4% | +158.9% | -145.5% | -1.2% |
| 3Y | +88.3% | -23.7% | +112.0% | +58.3% |
| 5Y | +62.1% | -54.3% | +116.4% | +39.3% |
| All | +135.0% | -6.0% | +141.0% | +64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling