+133.1%
SCHW vs ROIV
+232.7%
-99.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.1% |
| 7D | -0.8% | +0.6% | -1.4% | -0.9% |
| 30D | +1.5% | +1.0% | +0.5% | +1.3% |
| 3M | +24.6% | +18.3% | +6.3% | +22.1% |
| 6M | +14.5% | +18.3% | -3.8% | +12.0% |
| YTD | +10.5% | +61.0% | -50.5% | +4.4% |
| 1Y | +13.4% | +177.9% | -164.5% | +1.1% |
| 3Y | +88.3% | +199.1% | -110.8% | +64.4% |
| 5Y | +62.1% | +250.7% | -188.6% | +31.6% |
| All | +133.1% | +232.7% | -99.6% | +90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling