+0.8%
SCHW vs S
+36.5%
-35.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +2.9% | +4.5% |
| 7D | +5.2% | -8.2% | +13.4% | +5.7% |
| 30D | -4.7% | -7.6% | +2.9% | -4.3% |
| 3M | -11.9% | +12.0% | -23.9% | -12.9% |
| 6M | +2.7% | +50.6% | -47.8% | -1.2% |
| YTD | -5.6% | +56.6% | -62.2% | -9.7% |
| 1Y | +0.8% | +39.2% | -38.5% | -2.1% |
| All | +0.8% | +36.5% | -35.7% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling