+294.9%
SCHW vs RUN
+42.2%
+252.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | -1.9% | -3.7% | +1.8% | -1.5% |
| 30D | -1.6% | -13.0% | +11.4% | -0.4% |
| 3M | +21.3% | -31.8% | +53.1% | +25.1% |
| 6M | +16.5% | -32.2% | +48.7% | +19.3% |
| YTD | +8.4% | -53.5% | +61.9% | +13.9% |
| 1Y | +15.6% | -46.5% | +62.2% | +18.8% |
| 3Y | +86.8% | -37.6% | +124.5% | +63.9% |
| 5Y | +60.5% | -80.9% | +141.4% | +53.8% |
| All | +294.9% | +42.2% | +252.7% | +144.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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