+1,843.2%
SCHW vs RSG
+1,999.8%
-156.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.4% | +1.0% |
| 7D | -2.8% | -1.8% | -1.0% | -2.0% |
| 30D | -0.1% | +2.8% | -2.8% | -1.3% |
| 3M | +20.6% | +4.3% | +16.3% | +18.1% |
| 6M | +15.9% | -0.5% | +16.5% | +15.5% |
| YTD | +8.5% | +5.2% | +3.3% | +5.2% |
| 1Y | +17.8% | -2.1% | +20.0% | +17.8% |
| 3Y | +88.5% | +56.5% | +32.0% | +50.9% |
| 5Y | +60.6% | +89.5% | -28.9% | +17.4% |
| 10Y | +298.0% | +424.8% | -126.7% | +89.0% |
| All | +1,843.2% | +1,999.8% | -156.6% | +461.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling