+248.0%
SCHW vs RUN
-33.9%
+282.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.7% | +0.9% |
| 7D | -2.8% | -3.4% | +0.6% | -2.5% |
| 30D | -0.1% | -14.0% | +13.9% | +1.2% |
| 3M | +20.6% | -27.5% | +48.1% | +23.5% |
| 6M | +15.9% | -29.0% | +44.9% | +18.1% |
| YTD | +8.5% | -53.1% | +61.6% | +13.7% |
| 1Y | +17.8% | -46.7% | +64.6% | +21.1% |
| 3Y | +88.5% | -38.3% | +126.8% | +67.5% |
| 5Y | +60.6% | -80.7% | +141.3% | +54.0% |
| 10Y | +298.0% | +42.4% | +255.6% | +175.9% |
| All | +248.0% | -33.9% | +282.0% | +143.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling