+0.8%
SCHW vs ROIV
+97.8%
-97.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.1% | -1.5% | +4.2% |
| 7D | +5.2% | +3.0% | +2.2% | +5.0% |
| 30D | -4.7% | +6.8% | -11.5% | -5.0% |
| 3M | -11.9% | +10.5% | -22.5% | -12.6% |
| 6M | +2.7% | +34.8% | -32.1% | -0.8% |
| YTD | -5.6% | +76.2% | -81.8% | -12.6% |
| 1Y | +0.8% | +92.4% | -91.6% | -9.1% |
| All | +0.8% | +97.8% | -97.1% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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