+0.8%
SCHW vs RGEN
+19.5%
-18.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +5.2% | -3.5% | +8.7% | +5.6% |
| 30D | -4.7% | -6.0% | +1.3% | -4.1% |
| 3M | -11.9% | +19.0% | -30.9% | -14.5% |
| 6M | +2.7% | +50.7% | -48.0% | -4.6% |
| YTD | -5.6% | +8.8% | -14.4% | -5.8% |
| 1Y | +0.8% | +21.3% | -20.5% | -2.0% |
| All | +0.8% | +19.5% | -18.8% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 1y: compounded portfolio wealth divided by compounded RGEN 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…
1y analysis · Full analysis span regression · 6 months rolling