+294.9%
SCHW vs RSG
+428.9%
-134.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.8% | -0.5% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | -1.6% | +4.0% | -5.6% | -3.9% |
| 3M | +21.3% | +7.4% | +13.9% | +15.8% |
| 6M | +16.5% | +0.1% | +16.4% | +15.5% |
| YTD | +8.4% | +6.0% | +2.4% | +3.4% |
| 1Y | +15.6% | -3.0% | +18.6% | +16.2% |
| 3Y | +86.8% | +56.5% | +30.4% | +32.1% |
| 5Y | +60.5% | +90.9% | -30.4% | -4.0% |
| All | +294.9% | +428.9% | -134.0% | +13.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling