+17.8%
SCHW vs ROIV
+203.5%
-185.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +0.8% |
| 7D | -2.8% | +19.0% | -21.7% | -3.8% |
| 30D | -0.1% | +16.1% | -16.2% | -1.0% |
| 3M | +20.6% | +44.1% | -23.5% | +16.3% |
| 6M | +15.9% | +37.8% | -21.9% | +12.2% |
| YTD | +8.5% | +88.7% | -80.2% | -0.1% |
| 1Y | +17.8% | +197.3% | -179.5% | +2.4% |
| All | +17.8% | +203.5% | -185.6% | +2.4% |
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