+294.9%
SCHW vs RGEN
+415.7%
-120.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | -1.9% | -1.4% | -0.4% | -1.7% |
| 30D | -1.6% | -0.3% | -1.3% | -1.7% |
| 3M | +21.3% | +23.9% | -2.6% | +16.9% |
| 6M | +16.5% | +38.5% | -22.1% | +10.0% |
| YTD | +8.4% | +0.8% | +7.6% | +7.2% |
| 1Y | +15.6% | +38.2% | -22.6% | +8.5% |
| 3Y | +86.8% | +1.3% | +85.5% | +77.9% |
| 5Y | +60.5% | -44.0% | +104.5% | +60.3% |
| All | +294.9% | +415.7% | -120.8% | +124.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling