+87.0%
SCHW vs RMBS
+52.4%
+34.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.4% | +1.0% |
| 7D | -2.8% | +1.2% | -4.0% | -2.9% |
| 30D | -0.1% | -11.5% | +11.4% | +1.0% |
| 3M | +20.6% | -38.2% | +58.8% | +25.6% |
| 6M | +15.9% | -4.8% | +20.7% | +11.1% |
| YTD | +8.5% | -7.1% | +15.6% | +3.5% |
| 1Y | +17.8% | +10.7% | +7.2% | +7.8% |
| All | +87.0% | +52.4% | +34.6% | +58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling