+0.8%
SCHW vs RMBS
-18.2%
+19.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -6.0% | +10.6% | +4.5% |
| 7D | +5.2% | -8.9% | +14.1% | +5.1% |
| 30D | -4.7% | -24.8% | +20.2% | -4.8% |
| 3M | -11.9% | -17.6% | +5.6% | -12.0% |
| 6M | +2.7% | -25.7% | +28.4% | +1.3% |
| YTD | -5.6% | -9.8% | +4.2% | -10.9% |
| 1Y | +0.8% | -17.4% | +18.1% | -4.5% |
| All | +0.8% | -18.2% | +19.0% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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