+295.2%
SCHW vs RVTY
+139.0%
+156.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.1% | +1.4% |
| 7D | -2.8% | -7.4% | +4.7% | -0.6% |
| 30D | -0.1% | +4.5% | -4.6% | -1.6% |
| 3M | +20.6% | +19.5% | +1.1% | +13.4% |
| 6M | +15.9% | +34.1% | -18.2% | +4.5% |
| YTD | +8.5% | +25.3% | -16.8% | -0.6% |
| 1Y | +17.8% | +47.0% | -29.2% | +1.8% |
| 3Y | +88.5% | +14.1% | +74.4% | +69.4% |
| 5Y | +60.6% | -34.6% | +95.2% | +75.0% |
| All | +295.2% | +139.0% | +156.2% | +106.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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