+295.2%
SCHW vs RF
+340.3%
-45.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -2.8% | -1.6% | -1.2% | -1.8% |
| 30D | -0.1% | -4.3% | +4.2% | +2.5% |
| 3M | +20.6% | +5.9% | +14.7% | +16.3% |
| 6M | +15.9% | +14.1% | +1.8% | +6.5% |
| YTD | +8.5% | +13.8% | -5.3% | -0.6% |
| 1Y | +17.8% | +15.2% | +2.6% | +6.7% |
| 3Y | +88.5% | +90.6% | -2.0% | +21.4% |
| 5Y | +60.6% | +88.9% | -28.3% | +2.6% |
| All | +295.2% | +340.3% | -45.1% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RF 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling