+0.8%
SCHW vs RSG
+19.1%
-18.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.0% | +3.5% | +4.5% |
| 7D | +5.2% | +5.1% | 0.0% | +4.9% |
| 30D | -4.7% | +15.3% | -20.0% | -5.4% |
| 3M | -11.9% | +18.2% | -30.1% | -12.6% |
| 6M | +2.7% | +19.2% | -16.4% | +2.1% |
| YTD | -5.6% | +16.8% | -22.4% | -6.4% |
| 1Y | +0.8% | +19.2% | -18.4% | -0.3% |
| All | +0.8% | +19.1% | -18.4% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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