+21.6%
SCHW vs RF
+45.4%
-23.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.1% |
| 7D | -0.6% | -1.3% | +0.7% | +0.1% |
| 30D | -4.4% | +4.6% | -9.0% | -6.9% |
| 3M | -13.6% | -8.4% | -5.2% | -9.2% |
| 6M | +5.9% | +8.9% | -2.9% | +0.3% |
| YTD | -6.2% | +8.8% | -15.0% | -11.8% |
| 1Y | -2.2% | +18.9% | -21.1% | -12.8% |
| 3Y | +76.9% | +116.0% | -39.1% | +3.9% |
| 5Y | +21.6% | +46.0% | -24.4% | -7.7% |
| All | +21.6% | +45.4% | -23.8% | -7.7% |
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