+2,657.3%
SCHW vs RMBS
+1,376.2%
+1,281.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | -1.6% | +3.5% | -5.0% | -2.2% |
| 30D | -1.1% | -8.6% | +7.5% | +0.3% |
| 3M | +20.4% | -40.3% | +60.7% | +30.0% |
| 6M | +13.6% | -1.0% | +14.6% | +8.8% |
| YTD | +7.7% | -4.6% | +12.3% | +2.8% |
| 1Y | +15.2% | +17.6% | -2.4% | +4.2% |
| 3Y | +87.1% | +58.6% | +28.5% | +51.8% |
| 5Y | +57.5% | +270.9% | -213.4% | +6.6% |
| 10Y | +295.1% | +569.1% | -274.0% | +135.8% |
| All | +2,657.3% | +1,376.2% | +1,281.1% | +725.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling