+87.0%
SCHW vs RUN
-38.5%
+125.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.7% | +0.8% |
| 7D | -2.8% | -3.4% | +0.6% | -2.6% |
| 30D | -0.1% | -14.0% | +13.9% | +0.5% |
| 3M | +20.6% | -27.5% | +48.1% | +21.7% |
| 6M | +15.9% | -29.0% | +44.9% | +16.7% |
| YTD | +8.5% | -53.1% | +61.6% | +10.8% |
| 1Y | +17.8% | -46.7% | +64.6% | +19.4% |
| All | +87.0% | -38.5% | +125.5% | +71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling