+51,384.6%
SCHW vs RVTY
+2,356.0%
+49,028.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.3% |
| 7D | -1.3% | +0.4% | -1.7% | -1.5% |
| 30D | -0.4% | +10.8% | -11.2% | -4.5% |
| 3M | +21.7% | +26.8% | -5.1% | +9.7% |
| 6M | +13.0% | +39.3% | -26.4% | -2.7% |
| YTD | +8.0% | +31.6% | -23.6% | -5.5% |
| 1Y | +15.8% | +47.7% | -31.9% | -4.0% |
| 3Y | +87.7% | +19.9% | +67.8% | +60.5% |
| 5Y | +59.7% | -32.3% | +92.0% | +66.6% |
| 10Y | +292.9% | +138.4% | +154.4% | +132.0% |
| All | +51,384.6% | +2,356.0% | +49,028.6% | +11,745.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling