+52,550.4%
SCHW vs RF
+1,537.4%
+51,013.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -0.8% | +1.3% | -2.1% | -1.4% |
| 30D | +1.5% | -3.6% | +5.1% | +3.1% |
| 3M | +24.6% | +8.1% | +16.5% | +20.0% |
| 6M | +14.5% | +11.5% | +3.1% | +8.6% |
| YTD | +10.5% | +15.6% | -5.1% | +2.7% |
| 1Y | +13.4% | +15.7% | -2.3% | +5.1% |
| 3Y | +88.3% | +86.9% | +1.4% | +37.8% |
| 5Y | +62.1% | +89.8% | -27.7% | +17.5% |
| 10Y | +297.3% | +344.7% | -47.4% | +91.6% |
| All | +52,550.4% | +1,537.4% | +51,013.0% | +9,213.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling