+59.5%
SCHW vs RVTY
-33.1%
+92.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.6% |
| 7D | -1.9% | -4.5% | +2.7% | -1.0% |
| 30D | -1.6% | +5.5% | -7.1% | -2.7% |
| 3M | +21.3% | +22.5% | -1.3% | +16.0% |
| 6M | +16.5% | +38.9% | -22.4% | +8.1% |
| YTD | +8.4% | +28.7% | -20.3% | +1.8% |
| 1Y | +15.6% | +45.5% | -29.9% | +5.4% |
| 3Y | +86.8% | +16.4% | +70.5% | +74.0% |
| All | +59.5% | -33.1% | +92.6% | +64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling