+57.5%
SCHW vs RF
+88.8%
-31.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | -1.6% | -0.1% | -1.4% | -1.5% |
| 30D | -1.1% | -4.0% | +3.0% | +1.3% |
| 3M | +20.4% | +5.6% | +14.8% | +16.3% |
| 6M | +13.6% | +13.1% | +0.6% | +5.1% |
| YTD | +7.7% | +13.6% | -5.9% | -1.2% |
| 1Y | +15.2% | +16.0% | -0.8% | +4.0% |
| 3Y | +87.1% | +90.2% | -3.0% | +18.8% |
| 5Y | +57.5% | +87.0% | -29.5% | -4.2% |
| All | +57.5% | +88.8% | -31.3% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling