+51,225.6%
SCHW vs RGEN
+1,550.5%
+49,675.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.2% |
| 7D | -1.6% | -4.6% | +3.0% | -1.2% |
| 30D | -1.1% | +1.2% | -2.2% | -1.2% |
| 3M | +20.4% | +26.8% | -6.5% | +18.0% |
| 6M | +13.6% | +29.1% | -15.4% | +11.1% |
| YTD | +7.7% | +0.7% | +7.0% | +7.1% |
| 1Y | +15.2% | +39.1% | -23.9% | +11.7% |
| 3Y | +87.1% | +2.2% | +84.9% | +82.8% |
| 5Y | +57.5% | -44.0% | +101.5% | +57.9% |
| 10Y | +295.1% | +412.7% | -117.6% | +233.3% |
| All | +51,225.6% | +1,550.5% | +49,675.1% | +26,022.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling