+87.0%
SCHW vs RVTY
+13.9%
+73.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.1% | +1.1% |
| 7D | -2.8% | -7.4% | +4.7% | -1.7% |
| 30D | -0.1% | +4.5% | -4.6% | -0.8% |
| 3M | +20.6% | +19.5% | +1.1% | +17.1% |
| 6M | +15.9% | +34.1% | -18.2% | +10.1% |
| YTD | +8.5% | +25.3% | -16.8% | +3.9% |
| 1Y | +17.8% | +47.0% | -29.2% | +9.7% |
| All | +87.0% | +13.9% | +73.1% | +77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling