+57.5%
SCHW vs ROIV
+319.8%
-262.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -1.6% | +22.3% | -23.9% | -3.7% |
| 30D | -1.1% | +16.9% | -17.9% | -2.8% |
| 3M | +20.4% | +43.9% | -23.6% | +15.6% |
| 6M | +13.6% | +41.6% | -28.0% | +9.0% |
| YTD | +7.7% | +92.7% | -85.0% | -0.3% |
| 1Y | +15.2% | +210.2% | -195.0% | +1.4% |
| 3Y | +87.1% | +231.8% | -144.7% | +61.3% |
| 5Y | +57.5% | +319.8% | -262.3% | +20.5% |
| All | +57.5% | +319.8% | -262.3% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling